+780.7%
HBAN vs MRSH
+3,263.4%
-2,482.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -4.8% | +3.8% | +2.0% |
| 30D | -5.6% | -6.3% | +0.7% | -1.9% |
| 3M | -1.1% | +5.8% | -7.0% | -5.4% |
| 6M | +9.9% | +2.8% | +7.1% | +6.1% |
| YTD | -0.9% | -3.1% | +2.2% | -1.3% |
| 1Y | -1.4% | -11.3% | +9.9% | +3.4% |
| 3Y | +78.2% | -5.0% | +83.2% | +76.1% |
| 5Y | +37.0% | +19.2% | +17.8% | +16.5% |
| 10Y | +158.9% | +217.4% | -58.5% | +20.5% |
| All | +780.7% | +3,263.4% | -2,482.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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