+789.5%
HBAN vs CMS
+457.8%
+331.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -3.2% | -3.6% | +0.4% | -2.1% |
| 3M | +4.0% | -1.9% | +5.9% | +4.5% |
| 6M | +3.1% | -11.0% | +14.1% | +6.8% |
| YTD | 0.0% | +0.2% | -0.1% | -0.3% |
| 1Y | -1.2% | -1.3% | +0.1% | -1.2% |
| 3Y | +72.5% | +35.9% | +36.5% | +54.6% |
| 5Y | +39.3% | +23.1% | +16.2% | +27.3% |
| 10Y | +157.3% | +117.9% | +39.4% | +92.5% |
| All | +789.5% | +457.8% | +331.7% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling