+301.6%
HBAN vs MTUM
+604.3%
-302.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.1% |
| 7D | -1.0% | +0.7% | -1.7% | -1.6% |
| 30D | -5.6% | -2.4% | -3.2% | -4.0% |
| 3M | -1.1% | -3.6% | +2.5% | -0.2% |
| 6M | +9.9% | +23.7% | -13.8% | -9.2% |
| YTD | -0.9% | +22.9% | -23.9% | -18.2% |
| 1Y | -1.4% | +21.8% | -23.2% | -18.1% |
| 3Y | +78.2% | +114.4% | -36.2% | -6.1% |
| 5Y | +37.0% | +79.6% | -42.5% | -17.4% |
| 10Y | +158.9% | +356.2% | -197.3% | -33.6% |
| All | +301.6% | +604.3% | -302.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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