+564.6%
HBAN vs M
+436.6%
+128.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | +2.3% | +7.0% | -4.8% | -0.3% |
| 30D | +4.8% | +8.9% | -4.1% | +1.2% |
| 3M | -10.1% | +4.5% | -14.6% | -12.2% |
| 6M | +5.0% | +36.2% | -31.2% | -7.7% |
| YTD | -6.1% | +15.1% | -21.3% | -12.8% |
| 1Y | +4.6% | +27.4% | -22.9% | -6.7% |
| 3Y | +74.9% | +160.1% | -85.2% | +9.7% |
| 5Y | +21.4% | -1.6% | +23.0% | -0.3% |
| 10Y | +105.3% | -7.7% | +113.0% | +30.7% |
| All | +564.6% | +436.6% | +128.0% | +104.0% |
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