+78.4%
HBAN vs CSGP
+3,334.4%
-3,256.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.4% |
| 7D | +0.7% | -4.1% | +4.7% | +1.6% |
| 30D | -3.2% | +2.3% | -5.6% | -4.2% |
| 3M | +4.0% | -8.2% | +12.1% | +5.2% |
| 6M | +3.1% | -35.1% | +38.2% | +13.1% |
| YTD | 0.0% | -54.0% | +54.1% | +18.3% |
| 1Y | -1.2% | -65.3% | +64.1% | +25.1% |
| 3Y | +72.5% | -62.6% | +135.0% | +111.8% |
| 5Y | +39.3% | -64.8% | +104.1% | +70.3% |
| 10Y | +157.3% | +45.1% | +112.3% | +122.1% |
| All | +78.4% | +3,334.4% | -3,256.1% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling