-1.7%
HBAN vs CNH
+20.2%
-21.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | -1.9% | -2.5% | +0.5% | -1.5% |
| 30D | -5.9% | +27.0% | -32.9% | -11.2% |
| 3M | +0.2% | +32.6% | -32.4% | -7.0% |
| 6M | +6.6% | +23.6% | -16.9% | 0.0% |
| YTD | -1.7% | +47.8% | -49.5% | -13.4% |
| 1Y | -1.7% | +21.3% | -23.0% | -9.8% |
| All | -1.7% | +20.2% | -21.9% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling