+78.2%
HBAN vs MTCH
-0.9%
+79.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.3% |
| 30D | -5.6% | +15.9% | -21.5% | -9.4% |
| 3M | -1.1% | +23.3% | -24.4% | -7.0% |
| 6M | +9.9% | +40.1% | -30.3% | -0.7% |
| YTD | -0.9% | +33.6% | -34.5% | -9.5% |
| 1Y | -1.4% | +14.1% | -15.5% | -6.0% |
| 3Y | +78.2% | +1.4% | +76.8% | +71.2% |
| All | +78.2% | -0.9% | +79.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling