+115.3%
HBAN vs CSGP
+68.7%
+46.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | +0.5% |
| 7D | -2.0% | +1.3% | -3.2% | -2.4% |
| 30D | +2.0% | +10.7% | -8.7% | -2.3% |
| 3M | -10.0% | +3.3% | -13.3% | -12.4% |
| 6M | -5.3% | -10.3% | +5.1% | -4.3% |
| YTD | -8.2% | -54.6% | +46.3% | +15.0% |
| 1Y | +4.2% | -54.6% | +58.8% | +30.4% |
| 3Y | +66.7% | -60.3% | +127.0% | +114.4% |
| 5Y | +21.7% | -63.3% | +85.0% | +56.6% |
| All | +115.3% | +68.7% | +46.5% | +101.3% |
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