+21.1%
HBAN vs MAS
+39.2%
-18.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -2.0% | +2.0% | -3.9% | -3.0% |
| 30D | +2.0% | +19.4% | -17.4% | -6.6% |
| 3M | -10.0% | +9.4% | -19.4% | -14.3% |
| 6M | -5.3% | +15.3% | -20.6% | -12.9% |
| YTD | -8.2% | +31.3% | -39.5% | -22.3% |
| 1Y | +4.2% | +34.9% | -30.7% | -13.1% |
| 3Y | +66.7% | +58.6% | +8.1% | +24.3% |
| All | +21.1% | +39.2% | -18.0% | -6.0% |
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