+153.3%
HBAN vs MLM
+209.3%
-56.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.9% | -1.3% | -0.7% | -1.2% |
| 30D | -5.9% | -9.1% | +3.2% | -0.8% |
| 3M | +0.2% | -9.0% | +9.2% | +4.8% |
| 6M | +6.6% | -17.0% | +23.7% | +17.1% |
| YTD | -1.7% | -19.0% | +17.2% | +8.5% |
| 1Y | -1.7% | -18.1% | +16.4% | +7.6% |
| 3Y | +74.9% | +16.7% | +58.2% | +53.4% |
| 5Y | +36.0% | +40.2% | -4.3% | +4.7% |
| All | +153.3% | +209.3% | -56.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MLM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling