+729.8%
HBAN vs CP
+7,941.4%
-7,211.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | +3.2% | +10.3% | -7.1% | -2.2% |
| 3M | -11.1% | +2.3% | -13.3% | -12.3% |
| 6M | +1.2% | +10.7% | -9.5% | -4.7% |
| YTD | -6.7% | +29.3% | -36.0% | -19.6% |
| 1Y | +2.4% | +31.5% | -29.0% | -12.5% |
| 3Y | +73.3% | +36.7% | +36.5% | +43.1% |
| 5Y | +20.7% | +26.8% | -6.1% | +3.0% |
| 10Y | +104.1% | +260.1% | -156.0% | -0.2% |
| All | +729.8% | +7,941.4% | -7,211.6% | +19.9% |
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