+780.7%
HBAN vs CMI
+19,626.5%
-18,845.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | -5.6% | -12.4% | +6.8% | -0.1% |
| 3M | -1.1% | -14.8% | +13.6% | +5.1% |
| 6M | +9.9% | +0.8% | +9.1% | +7.4% |
| YTD | -0.9% | +10.2% | -11.1% | -7.6% |
| 1Y | -1.4% | +37.4% | -38.8% | -17.1% |
| 3Y | +78.2% | +153.3% | -75.1% | +13.4% |
| 5Y | +37.0% | +167.6% | -130.6% | -14.5% |
| 10Y | +158.9% | +514.4% | -355.4% | +16.4% |
| All | +780.7% | +19,626.5% | -18,845.8% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling