-1.7%
HBAN vs CMS
-1.5%
-0.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -5.9% | -2.8% | -3.1% | -5.3% |
| 3M | +0.2% | -7.1% | +7.4% | +1.4% |
| 6M | +6.6% | -10.0% | +16.7% | +7.9% |
| YTD | -1.7% | -0.9% | -0.8% | -2.3% |
| 1Y | -1.7% | -2.0% | +0.3% | -2.5% |
| All | -1.7% | -1.5% | -0.2% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling