+50.5%
HBAN vs MKTX
+1,442.6%
-1,392.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -5.6% | +0.7% | -6.3% | -5.8% |
| 3M | -1.1% | +40.8% | -41.9% | -14.2% |
| 6M | +9.9% | -8.0% | +17.9% | +10.5% |
| YTD | -0.9% | -8.7% | +7.8% | -0.6% |
| 1Y | -1.4% | -11.8% | +10.4% | -0.2% |
| 3Y | +78.2% | -24.0% | +102.2% | +81.4% |
| 5Y | +37.0% | -60.3% | +97.3% | +70.2% |
| 10Y | +158.9% | +5.0% | +153.9% | +86.4% |
| All | +50.5% | +1,442.6% | -1,392.1% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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