+9.2%
HBAN vs CMI
+10.9%
-1.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.8% | +7.0% | +2.5% |
| 7D | +2.3% | -11.2% | +13.5% | +4.9% |
| 30D | +5.0% | -9.8% | +14.9% | +7.3% |
| 3M | -7.6% | -25.5% | +17.9% | -1.8% |
| 6M | +1.3% | -27.7% | +28.9% | +6.9% |
| YTD | -4.7% | -6.6% | +1.9% | -9.2% |
| 1Y | +9.2% | +11.7% | -2.4% | -2.6% |
| All | +9.2% | +10.9% | -1.7% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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