+153.3%
HBAN vs CMS
+120.6%
+32.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | -5.9% | -2.8% | -3.1% | -5.0% |
| 3M | +0.2% | -7.1% | +7.4% | +2.6% |
| 6M | +6.6% | -10.0% | +16.7% | +10.2% |
| YTD | -1.7% | -0.9% | -0.8% | -1.8% |
| 1Y | -1.7% | -2.0% | +0.3% | -1.6% |
| 3Y | +74.9% | +33.0% | +41.9% | +56.2% |
| 5Y | +36.0% | +24.3% | +11.7% | +22.4% |
| All | +153.3% | +120.6% | +32.7% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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