+35.1%
HBAN vs MSI
+98.7%
-63.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.5% | -4.0% | +2.5% | -0.1% |
| 30D | -5.5% | -0.5% | -5.1% | -5.5% |
| 3M | -0.2% | +11.4% | -11.6% | -4.5% |
| 6M | +5.2% | +1.0% | +4.2% | +4.0% |
| YTD | -2.3% | +20.7% | -23.0% | -10.6% |
| 1Y | -2.2% | -2.7% | +0.5% | -2.1% |
| 3Y | +73.8% | +68.2% | +5.6% | +31.3% |
| All | +35.1% | +98.7% | -63.6% | -10.0% |
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 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