+156.6%
HBAN vs CSGP
+41.1%
+115.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -1.0% |
| 7D | +2.1% | -5.1% | +7.2% | +3.7% |
| 30D | -4.5% | +0.3% | -4.8% | -5.1% |
| 3M | +2.6% | -9.1% | +11.7% | +4.6% |
| 6M | +4.7% | -37.3% | +42.0% | +20.2% |
| YTD | -1.5% | -54.9% | +53.3% | +24.9% |
| 1Y | -1.9% | -65.5% | +63.6% | +36.8% |
| 3Y | +75.2% | -63.3% | +138.5% | +133.7% |
| 5Y | +37.2% | -65.8% | +103.0% | +82.5% |
| 10Y | +156.6% | +40.1% | +116.5% | +135.1% |
| All | +156.6% | +41.1% | +115.5% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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