+77.2%
HBAN vs CNH
+7.0%
+70.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | +0.4% |
| 7D | +2.1% | +8.8% | -6.7% | -1.1% |
| 30D | -4.5% | +24.7% | -29.2% | -12.3% |
| 3M | +2.6% | +27.3% | -24.8% | -7.2% |
| 6M | +4.7% | +23.2% | -18.4% | -4.7% |
| YTD | -1.5% | +48.9% | -50.5% | -17.8% |
| 1Y | -1.9% | +19.4% | -21.3% | -10.4% |
| All | +77.2% | +7.0% | +70.1% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling