+789.5%
HBAN vs CLF
+714.0%
+75.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | +0.7% | +7.6% | -6.9% | -1.0% |
| 30D | -3.2% | -1.2% | -2.1% | -3.1% |
| 3M | +4.0% | -13.4% | +17.3% | +5.7% |
| 6M | +3.1% | +15.4% | -12.3% | -2.3% |
| YTD | 0.0% | -5.9% | +5.9% | -1.9% |
| 1Y | -1.2% | +18.8% | -20.0% | -10.0% |
| 3Y | +72.5% | -19.4% | +91.9% | +61.8% |
| 5Y | +39.3% | -47.7% | +87.0% | +37.1% |
| 10Y | +157.3% | +130.4% | +27.0% | +58.6% |
| All | +789.5% | +714.0% | +75.5% | +232.1% |
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