+19.9%
HBAN vs MSI
+124.3%
-104.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.3% | +3.2% | -1.0% | +1.2% |
| 30D | +4.8% | +17.6% | -12.8% | -1.0% |
| 3M | -10.1% | +14.5% | -24.6% | -14.4% |
| 6M | +5.0% | +34.3% | -29.2% | -6.1% |
| YTD | -6.1% | +39.7% | -45.9% | -18.5% |
| 1Y | +4.6% | +40.2% | -35.6% | -9.4% |
| 3Y | +74.9% | +77.1% | -2.2% | +31.4% |
| All | +19.9% | +124.3% | -104.4% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling