+457.4%
MDLZ vs HBAN
+164.3%
+293.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | 0.0% | +2.1% | -2.0% | -0.2% |
| 30D | -1.6% | -4.5% | +2.9% | -1.1% |
| 3M | +0.9% | +2.6% | -1.7% | +0.6% |
| 6M | +7.3% | +4.7% | +2.6% | +6.6% |
| YTD | +16.4% | -1.5% | +18.0% | +16.3% |
| 1Y | +3.0% | -1.9% | +4.9% | +2.8% |
| 3Y | -3.7% | +75.2% | -78.9% | -10.8% |
| 5Y | +15.6% | +37.2% | -21.6% | +8.9% |
| 10Y | +79.0% | +156.6% | -77.6% | +53.2% |
| All | +457.4% | +164.3% | +293.1% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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