+9.2%
HBAN vs CME
+19.8%
-10.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.3% |
| 7D | +2.3% | +4.8% | -2.5% | +2.5% |
| 30D | +5.0% | +14.2% | -9.1% | +5.8% |
| 3M | -7.6% | +17.9% | -25.6% | -6.7% |
| 6M | +1.3% | +7.2% | -6.0% | +1.0% |
| YTD | -4.7% | +16.7% | -21.4% | -5.0% |
| 1Y | +9.2% | +19.6% | -10.3% | +8.7% |
| All | +9.2% | +19.8% | -10.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling