+155.3%
HBAN vs CRL
+256.1%
-100.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | -1.0% | -3.5% | +2.6% | +0.1% |
| 30D | -5.6% | -2.1% | -3.5% | -5.0% |
| 3M | -1.1% | +48.0% | -49.1% | -13.6% |
| 6M | +9.9% | +64.7% | -54.9% | -8.5% |
| YTD | -0.9% | +39.5% | -40.4% | -13.2% |
| 1Y | -1.4% | +74.2% | -75.6% | -20.5% |
| 3Y | +78.2% | +39.4% | +38.8% | +47.3% |
| 5Y | +37.0% | -36.9% | +73.9% | +45.1% |
| All | +155.3% | +256.1% | -100.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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