+232.7%
HBAN vs CNH
+64.7%
+168.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.1% |
| 7D | +0.7% | +23.3% | -22.6% | -9.0% |
| 30D | -3.2% | +33.5% | -36.7% | -16.2% |
| 3M | +4.0% | +32.7% | -28.8% | -10.5% |
| 6M | +3.1% | +22.2% | -19.0% | -8.6% |
| YTD | 0.0% | +57.7% | -57.6% | -22.1% |
| 1Y | -1.2% | +28.0% | -29.2% | -15.3% |
| 3Y | +72.5% | +11.5% | +60.9% | +52.7% |
| 5Y | +39.3% | +11.9% | +27.4% | +19.3% |
| 10Y | +157.3% | +162.8% | -5.4% | +42.8% |
| All | +232.7% | +64.7% | +168.1% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling