+21.1%
HBAN vs CSGP
-63.4%
+84.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | +0.3% |
| 7D | -2.0% | +1.3% | -3.2% | -2.3% |
| 30D | +2.0% | +10.7% | -8.7% | -1.6% |
| 3M | -10.0% | +3.3% | -13.3% | -12.0% |
| 6M | -5.3% | -10.3% | +5.1% | -4.3% |
| YTD | -8.2% | -54.6% | +46.3% | +12.6% |
| 1Y | +4.2% | -54.6% | +58.8% | +27.7% |
| 3Y | +66.7% | -60.3% | +127.0% | +109.9% |
| All | +21.1% | -63.4% | +84.5% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling