+124.7%
HBAN vs MAS
+214.9%
-90.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -2.0% | +2.4% | -4.3% | -3.2% |
| 30D | +2.0% | +19.8% | -17.9% | -7.5% |
| 3M | -10.0% | +9.8% | -19.8% | -14.9% |
| 6M | -5.3% | +15.8% | -21.0% | -13.7% |
| YTD | -8.2% | +31.8% | -40.0% | -23.3% |
| 1Y | +4.2% | +35.4% | -31.2% | -14.3% |
| 3Y | +66.7% | +59.2% | +7.5% | +22.2% |
| 5Y | +21.7% | +41.2% | -19.5% | -6.8% |
| All | +124.7% | +214.9% | -90.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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