+155.3%
HBAN vs CME
+282.4%
-127.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | -1.0% | -1.6% | +0.6% | -0.3% |
| 30D | -5.6% | +5.6% | -11.2% | -8.1% |
| 3M | -1.1% | +5.6% | -6.7% | -4.3% |
| 6M | +9.9% | -8.3% | +18.1% | +13.1% |
| YTD | -0.9% | +4.3% | -5.3% | -4.9% |
| 1Y | -1.4% | +9.1% | -10.5% | -7.7% |
| 3Y | +78.2% | +52.1% | +26.2% | +34.1% |
| 5Y | +37.0% | +79.7% | -42.6% | -9.6% |
| All | +155.3% | +282.4% | -127.1% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling