+35.2%
HBAN vs M
+22.2%
+13.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.3% |
| 7D | -1.5% | -4.1% | +2.6% | -0.4% |
| 30D | -5.5% | -13.6% | +8.1% | -1.9% |
| 3M | -0.2% | -2.3% | +2.0% | -0.1% |
| 6M | +5.2% | +21.9% | -16.8% | -1.0% |
| YTD | -2.3% | -0.6% | -1.7% | -3.2% |
| 1Y | -2.2% | +29.7% | -31.9% | -10.0% |
| 3Y | +73.8% | +107.3% | -33.4% | +31.9% |
| 5Y | +35.2% | +20.5% | +14.8% | +13.2% |
| All | +35.2% | +22.2% | +13.0% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling