+768.7%
HBAN vs MTB
+8,229.7%
-7,461.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -1.5% | +1.1% | -2.6% | -2.5% |
| 30D | -5.5% | -4.6% | -0.9% | -1.1% |
| 3M | -0.2% | +6.3% | -6.5% | -6.0% |
| 6M | +5.2% | +15.6% | -10.4% | -8.6% |
| YTD | -2.3% | +20.6% | -22.9% | -18.3% |
| 1Y | -2.2% | +22.5% | -24.7% | -19.4% |
| 3Y | +73.8% | +114.4% | -40.6% | -17.8% |
| 5Y | +35.2% | +101.9% | -66.7% | -35.7% |
| 10Y | +155.4% | +170.4% | -15.0% | -13.6% |
| All | +768.7% | +8,229.7% | -7,461.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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