+775.4%
HBAN vs MSI
+3,990.4%
-3,215.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +2.1% | -5.8% | +7.8% | +4.0% |
| 30D | -4.5% | -1.0% | -3.5% | -4.3% |
| 3M | +2.6% | +14.2% | -11.6% | -2.3% |
| 6M | +4.7% | +1.0% | +3.7% | +3.5% |
| YTD | -1.5% | +21.5% | -23.0% | -8.8% |
| 1Y | -1.9% | -2.1% | +0.2% | -2.7% |
| 3Y | +75.2% | +69.3% | +5.9% | +43.6% |
| 5Y | +37.2% | +99.3% | -62.1% | +5.8% |
| 10Y | +156.6% | +595.0% | -438.4% | +32.4% |
| All | +775.4% | +3,990.4% | -3,215.0% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling