+155.3%
HBAN vs MET
+249.3%
-94.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.6% |
| 30D | -5.6% | +0.5% | -6.1% | -6.1% |
| 3M | -1.1% | +11.6% | -12.8% | -10.8% |
| 6M | +9.9% | +40.8% | -30.9% | -19.3% |
| YTD | -0.9% | +25.7% | -26.6% | -20.1% |
| 1Y | -1.4% | +24.4% | -25.8% | -19.9% |
| 3Y | +78.2% | +67.5% | +10.8% | +9.8% |
| 5Y | +37.0% | +85.8% | -48.8% | -22.6% |
| All | +155.3% | +249.3% | -94.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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