+734.5%
HBAN vs CLF
+723.8%
+10.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | +2.3% | +10.4% | -8.1% | 0.0% |
| 30D | +4.8% | +0.6% | +4.2% | +3.7% |
| 3M | -10.1% | +4.1% | -14.2% | -12.2% |
| 6M | +5.0% | +15.1% | -10.1% | -1.2% |
| YTD | -6.1% | -4.7% | -1.4% | -9.4% |
| 1Y | +4.6% | +20.4% | -15.8% | -4.3% |
| 3Y | +74.9% | -23.4% | +98.3% | +64.1% |
| 5Y | +21.4% | -43.3% | +64.7% | +16.5% |
| 10Y | +105.3% | +80.5% | +24.8% | +32.5% |
| All | +734.5% | +723.8% | +10.7% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling