+716.1%
HBAN vs MAS
+1,630.9%
-914.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -10.0% | +9.4% | -19.4% | -14.4% |
| 6M | -5.3% | +15.3% | -20.6% | -12.9% |
| YTD | -8.2% | +31.3% | -39.5% | -21.9% |
| 1Y | +4.2% | +34.9% | -30.7% | -12.6% |
| 3Y | +66.7% | +58.6% | +8.1% | +27.1% |
| 5Y | +21.7% | +40.7% | -19.0% | -3.5% |
| 10Y | +131.2% | +220.4% | -89.3% | +18.9% |
| All | +716.1% | +1,630.9% | -914.8% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling