+768.7%
HBAN vs CRS
+9,806.3%
-9,037.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | -0.5% | -0.9% | -1.3% |
| 30D | -5.5% | -18.1% | +12.6% | +1.6% |
| 3M | -0.2% | -12.4% | +12.2% | +3.7% |
| 6M | +5.2% | +15.9% | -10.8% | -2.7% |
| YTD | -2.3% | +45.8% | -48.1% | -17.8% |
| 1Y | -2.2% | +87.8% | -89.9% | -26.8% |
| 3Y | +73.8% | +648.7% | -574.9% | -27.8% |
| 5Y | +35.2% | +1,416.6% | -1,381.4% | -59.8% |
| 10Y | +155.4% | +1,412.7% | -1,257.3% | -33.0% |
| All | +768.7% | +9,806.3% | -9,037.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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