+155.3%
HBAN vs CNP
+137.0%
+18.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | -1.4% | +0.4% | -0.3% |
| 30D | -5.6% | -2.9% | -2.7% | -4.3% |
| 3M | -1.1% | -7.5% | +6.4% | +2.4% |
| 6M | +9.9% | -7.9% | +17.8% | +13.8% |
| YTD | -0.9% | +3.7% | -4.7% | -3.5% |
| 1Y | -1.4% | +4.6% | -6.0% | -4.6% |
| 3Y | +78.2% | +49.1% | +29.1% | +41.6% |
| 5Y | +37.0% | +69.2% | -32.2% | +0.1% |
| All | +155.3% | +137.0% | +18.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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