+36.3%
HBAN vs CNH
+8.8%
+27.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -1.0% | -5.7% | +4.7% | +1.3% |
| 30D | -5.6% | +26.6% | -32.2% | -15.2% |
| 3M | -1.1% | +31.1% | -32.2% | -13.3% |
| 6M | +9.9% | +24.9% | -15.0% | -2.5% |
| YTD | -0.9% | +48.7% | -49.7% | -19.5% |
| 1Y | -1.4% | +22.2% | -23.6% | -12.6% |
| 3Y | +78.2% | +7.4% | +70.8% | +62.7% |
| All | +36.3% | +8.8% | +27.5% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling