+153.3%
HBAN vs M
-10.0%
+163.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +2.0% |
| 7D | -1.9% | -8.8% | +6.8% | +0.6% |
| 30D | -5.9% | -16.4% | +10.5% | -1.0% |
| 3M | +0.2% | -10.8% | +11.1% | +3.1% |
| 6M | +6.6% | +16.1% | -9.5% | +1.2% |
| YTD | -1.7% | -5.3% | +3.5% | -1.4% |
| 1Y | -1.7% | +24.9% | -26.6% | -9.5% |
| 3Y | +74.9% | +97.5% | -22.7% | +31.7% |
| 5Y | +36.0% | +20.4% | +15.6% | +9.5% |
| All | +153.3% | -10.0% | +163.3% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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