+768.7%
HBAN vs CLX
+2,294.7%
-1,526.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | -1.5% | -4.9% | +3.5% | -0.1% |
| 30D | -5.5% | -15.8% | +10.3% | -1.0% |
| 3M | -0.2% | -7.9% | +7.7% | +1.8% |
| 6M | +5.2% | -19.0% | +24.2% | +10.6% |
| YTD | -2.3% | -7.9% | +5.6% | -1.2% |
| 1Y | -2.2% | -25.4% | +23.2% | +4.9% |
| 3Y | +73.8% | -35.0% | +108.9% | +91.3% |
| 5Y | +35.2% | -36.8% | +72.0% | +46.6% |
| 10Y | +155.4% | -1.4% | +156.8% | +118.2% |
| All | +768.7% | +2,294.7% | -1,526.0% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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