+65.8%
HBAN vs MAR
+2,460.4%
-2,394.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | -5.5% | -4.7% | -0.8% | -2.9% |
| 3M | -0.2% | -15.6% | +15.4% | +9.5% |
| 6M | +5.2% | +1.2% | +3.9% | +3.3% |
| YTD | -2.3% | +7.5% | -9.8% | -8.0% |
| 1Y | -2.2% | +26.6% | -28.8% | -16.9% |
| 3Y | +73.8% | +66.0% | +7.9% | +24.8% |
| 5Y | +35.2% | +154.1% | -118.9% | -27.5% |
| 10Y | +155.4% | +441.9% | -286.5% | -19.8% |
| All | +65.8% | +2,460.4% | -2,394.6% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling