+66.7%
HBAN vs CSGP
-60.4%
+127.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | +0.1% |
| 7D | -2.0% | +1.3% | -3.2% | -2.2% |
| 30D | +2.0% | +10.7% | -8.7% | -1.0% |
| 3M | -10.0% | +3.3% | -13.3% | -11.7% |
| 6M | -5.3% | -10.3% | +5.1% | -4.3% |
| YTD | -8.2% | -54.6% | +46.3% | +11.4% |
| 1Y | +4.2% | -54.6% | +58.8% | +26.3% |
| 3Y | +66.7% | -60.3% | +127.0% | +100.0% |
| All | +66.7% | -60.4% | +127.1% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling