+153.3%
HBAN vs MSI
+601.8%
-448.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.9% | -1.8% | -0.2% | -1.1% |
| 30D | -5.9% | -0.6% | -5.2% | -5.8% |
| 3M | +0.2% | +13.0% | -12.8% | -6.2% |
| 6M | +6.6% | +0.5% | +6.1% | +5.0% |
| YTD | -1.7% | +21.7% | -23.4% | -12.8% |
| 1Y | -1.7% | -2.6% | +0.9% | -2.5% |
| 3Y | +74.9% | +69.7% | +5.2% | +25.4% |
| 5Y | +36.0% | +102.8% | -66.8% | -13.8% |
| All | +153.3% | +601.8% | -448.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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