+181.7%
HBAN vs CRL
+1,339.8%
-1,158.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.8% |
| 7D | +2.1% | -0.6% | +2.6% | +2.2% |
| 30D | -4.5% | +5.0% | -9.5% | -6.0% |
| 3M | +2.6% | +50.6% | -48.0% | -10.4% |
| 6M | +4.7% | +60.9% | -56.2% | -11.5% |
| YTD | -1.5% | +40.7% | -42.3% | -13.6% |
| 1Y | -1.9% | +73.3% | -75.2% | -20.0% |
| 3Y | +75.2% | +40.6% | +34.6% | +45.8% |
| 5Y | +37.2% | -37.0% | +74.2% | +41.4% |
| 10Y | +156.6% | +244.3% | -87.7% | +47.2% |
| All | +181.7% | +1,339.8% | -1,158.1% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling