+75.8%
HBAN vs CRL
+38.7%
+37.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.5% | -4.6% | +3.1% | -0.2% |
| 30D | -5.5% | +0.5% | -6.0% | -5.7% |
| 3M | -0.2% | +46.6% | -46.9% | -10.7% |
| 6M | +5.2% | +57.3% | -52.1% | -8.7% |
| YTD | -2.3% | +39.5% | -41.8% | -12.5% |
| 1Y | -2.2% | +76.9% | -79.1% | -19.0% |
| All | +75.8% | +38.7% | +37.1% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling