+24.3%
HBAN vs MAS
+42.7%
-18.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -0.1% | +3.6% | -3.7% | -1.9% |
| 30D | +3.4% | +23.8% | -20.4% | -7.0% |
| 3M | -9.1% | +14.4% | -23.5% | -15.2% |
| 6M | +0.1% | +19.7% | -19.6% | -9.6% |
| YTD | -6.0% | +36.0% | -42.0% | -21.8% |
| 1Y | +4.0% | +40.4% | -36.3% | -14.9% |
| 3Y | +74.5% | +58.9% | +15.5% | +30.1% |
| 5Y | +24.3% | +44.5% | -20.2% | -4.5% |
| All | +24.3% | +42.7% | -18.3% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling