+734.5%
HBAN vs CP
+7,903.1%
-7,168.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +2.3% | +2.1% | +0.1% | +1.1% |
| 30D | +4.8% | +9.3% | -4.6% | -0.2% |
| 3M | -10.1% | +0.5% | -10.6% | -10.5% |
| 6M | +5.0% | +10.4% | -5.4% | -1.0% |
| YTD | -6.1% | +28.7% | -34.8% | -18.9% |
| 1Y | +4.6% | +33.2% | -28.6% | -11.3% |
| 3Y | +74.9% | +38.4% | +36.5% | +43.5% |
| 5Y | +21.4% | +26.2% | -4.8% | +3.9% |
| 10Y | +105.3% | +258.4% | -153.1% | +0.6% |
| All | +734.5% | +7,903.1% | -7,168.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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