+153.3%
HBAN vs CNH
+157.1%
-3.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.1% |
| 7D | -1.9% | -2.5% | +0.5% | -0.9% |
| 30D | -5.9% | +27.0% | -32.9% | -17.6% |
| 3M | +0.2% | +32.6% | -32.4% | -15.1% |
| 6M | +6.6% | +23.6% | -16.9% | -7.5% |
| YTD | -1.7% | +47.8% | -49.5% | -23.1% |
| 1Y | -1.7% | +21.3% | -23.0% | -15.0% |
| 3Y | +74.9% | +7.0% | +67.9% | +55.4% |
| 5Y | +36.0% | +10.2% | +25.8% | +13.6% |
| All | +153.3% | +157.1% | -3.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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