+37.2%
HBAN vs CMS
+26.5%
+10.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +2.1% | +1.2% | +0.8% | +1.7% |
| 30D | -4.5% | -3.2% | -1.3% | -3.7% |
| 3M | +2.6% | -2.2% | +4.8% | +3.0% |
| 6M | +4.7% | -9.4% | +14.2% | +7.4% |
| YTD | -1.5% | +0.7% | -2.2% | -2.2% |
| 1Y | -1.9% | +0.4% | -2.3% | -2.6% |
| 3Y | +75.2% | +35.2% | +40.0% | +57.8% |
| 5Y | +37.2% | +24.1% | +13.0% | +19.6% |
| All | +37.2% | +26.5% | +10.7% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling