+0.7%
HBAN vs MULL
+2,620.5%
-2,619.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.0% |
| 7D | -1.5% | +14.8% | -16.3% | -2.2% |
| 30D | -5.5% | +36.6% | -42.1% | -7.2% |
| 3M | -0.2% | -8.9% | +8.6% | -2.5% |
| 6M | +5.2% | +311.9% | -306.8% | -11.7% |
| YTD | -2.3% | +579.8% | -582.1% | -23.7% |
| 1Y | -2.2% | +2,421.5% | -2,423.7% | -37.3% |
| All | +0.7% | +2,620.5% | -2,619.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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