+789.5%
HBAN vs MOS
+155.8%
+633.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +0.7% | +9.5% | -8.9% | -1.7% |
| 30D | -3.2% | +10.4% | -13.7% | -5.9% |
| 3M | +4.0% | +12.9% | -8.9% | 0.0% |
| 6M | +3.1% | +1.2% | +1.9% | +1.0% |
| YTD | 0.0% | +9.3% | -9.3% | -4.4% |
| 1Y | -1.2% | -18.0% | +16.8% | +1.2% |
| 3Y | +72.5% | -29.0% | +101.5% | +79.0% |
| 5Y | +39.3% | -9.6% | +48.9% | +31.0% |
| 10Y | +157.3% | +6.1% | +151.3% | +115.6% |
| All | +789.5% | +155.8% | +633.7% | +445.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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