+608.4%
HBAN vs M
+396.5%
+211.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | +0.7% | +4.7% | -4.1% | -1.0% |
| 30D | -3.2% | -9.6% | +6.4% | +0.3% |
| 3M | +4.0% | +0.9% | +3.1% | +2.9% |
| 6M | +3.1% | +22.3% | -19.1% | -5.2% |
| YTD | 0.0% | +6.5% | -6.5% | -3.8% |
| 1Y | -1.2% | +38.8% | -40.0% | -14.4% |
| 3Y | +72.5% | +115.9% | -43.4% | +16.4% |
| 5Y | +39.3% | +28.6% | +10.7% | +2.1% |
| 10Y | +157.3% | -2.5% | +159.9% | +60.3% |
| All | +608.4% | +396.5% | +211.9% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling