+723.4%
HBAN vs MAS
+1,664.8%
-941.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.1% |
| 7D | -2.3% | +4.6% | -6.8% | -4.5% |
| 30D | +1.8% | +19.9% | -18.1% | -7.1% |
| 3M | -10.4% | +8.9% | -19.3% | -14.6% |
| 6M | -3.1% | +20.2% | -23.2% | -12.7% |
| YTD | -7.4% | +33.9% | -41.3% | -21.9% |
| 1Y | +6.0% | +34.7% | -28.6% | -11.0% |
| 3Y | +66.3% | +60.4% | +5.9% | +26.2% |
| 5Y | +22.8% | +43.5% | -20.6% | -3.6% |
| 10Y | +133.3% | +226.7% | -93.4% | +18.8% |
| All | +723.4% | +1,664.8% | -941.3% | +103.1% |
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