+5,731.6%
MU vs HBAN
+163.4%
+5,568.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -4.1% | -1.0% | -3.1% | -3.6% |
| 30D | +7.0% | -5.6% | +12.6% | +10.2% |
| 3M | -2.1% | -1.1% | -0.9% | -2.0% |
| 6M | +133.1% | +9.9% | +123.2% | +119.5% |
| YTD | +241.9% | -0.9% | +242.9% | +236.7% |
| 1Y | +548.8% | -1.4% | +550.1% | +537.2% |
| 3Y | +1,308.2% | +78.2% | +1,230.0% | +910.8% |
| 5Y | +1,260.7% | +37.0% | +1,223.7% | +992.2% |
| All | +5,731.6% | +163.4% | +5,568.2% | +3,567.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling