+775.4%
HBAN vs CTAS
+23,132.7%
-22,357.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -4.5% | -1.0% | -3.5% | -4.1% |
| 3M | +2.6% | +15.8% | -13.2% | -4.8% |
| 6M | +4.7% | -1.0% | +5.7% | +4.2% |
| YTD | -1.5% | +7.4% | -9.0% | -5.7% |
| 1Y | -1.9% | -0.1% | -1.8% | -2.9% |
| 3Y | +75.2% | +66.3% | +8.9% | +35.5% |
| 5Y | +37.2% | +111.0% | -73.8% | -5.8% |
| 10Y | +156.6% | +662.9% | -506.3% | -0.7% |
| All | +775.4% | +23,132.7% | -22,357.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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