+161.5%
HBAN vs MAS
+137.9%
+23.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.1% |
| 7D | +0.7% | -0.8% | +1.4% | +1.0% |
| 30D | -3.2% | -5.6% | +2.3% | -0.5% |
| 3M | +4.0% | +4.4% | -0.5% | +0.5% |
| 6M | +3.1% | +7.2% | -4.1% | -2.5% |
| YTD | 0.0% | +16.1% | -16.1% | -10.1% |
| 1Y | -1.2% | +0.1% | -1.3% | -4.0% |
| 3Y | +72.5% | +28.3% | +44.2% | +43.2% |
| 5Y | +39.3% | +30.5% | +8.8% | +11.7% |
| All | +161.5% | +137.9% | +23.6% | +47.9% |
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