+99.7%
HBAN vs CMS
+136.3%
-36.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | +0.8% | -1.3% | +2.0% | +1.2% |
| 30D | +3.2% | +5.3% | -2.0% | +1.4% |
| 3M | -11.1% | -0.3% | -10.7% | -11.0% |
| 6M | +1.2% | -4.0% | +5.2% | +2.4% |
| YTD | -6.7% | +2.1% | -8.8% | -7.8% |
| 1Y | +2.4% | -4.7% | +7.1% | +3.6% |
| 3Y | +73.3% | +36.8% | +36.5% | +52.3% |
| 5Y | +20.7% | +34.9% | -14.1% | +4.9% |
| All | +99.7% | +136.3% | -36.6% | +105.4% |
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