+100.8%
HBAN vs MSI
+664.3%
-563.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.3% | +3.2% | -1.0% | +0.7% |
| 30D | +4.8% | +17.6% | -12.8% | -3.2% |
| 3M | -10.1% | +14.5% | -24.6% | -16.0% |
| 6M | +5.0% | +34.3% | -29.2% | -9.9% |
| YTD | -6.1% | +39.7% | -45.9% | -22.2% |
| 1Y | +4.6% | +40.2% | -35.6% | -13.6% |
| 3Y | +74.9% | +77.1% | -2.2% | +23.7% |
| 5Y | +21.4% | +124.0% | -102.6% | -26.6% |
| All | +100.8% | +664.3% | -563.5% | -25.0% |
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