+155.3%
HBAN vs MAR
+450.9%
-295.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.2% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | -5.6% | -5.4% | -0.2% | -2.6% |
| 3M | -1.1% | -15.5% | +14.4% | +8.2% |
| 6M | +9.9% | +3.0% | +6.9% | +6.9% |
| YTD | -0.9% | +8.5% | -9.5% | -7.2% |
| 1Y | -1.4% | +26.0% | -27.3% | -15.7% |
| 3Y | +78.2% | +68.6% | +9.6% | +27.7% |
| 5Y | +37.0% | +157.4% | -120.4% | -26.0% |
| All | +155.3% | +450.9% | -295.6% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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