+9.0%
MSFT vs HBAN
+9.1%
-0.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.6% |
| 7D | +4.7% | +2.3% | +2.4% | +4.5% |
| 30D | +5.8% | +5.0% | +0.8% | +5.4% |
| 3M | +13.0% | -7.6% | +20.6% | +13.3% |
| 6M | +34.9% | +1.3% | +33.6% | +35.5% |
| YTD | +15.7% | -4.7% | +20.4% | +16.1% |
| 1Y | +9.0% | +9.2% | -0.3% | +11.7% |
| All | +9.0% | +9.1% | -0.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 1y: compounded portfolio wealth divided by compounded HBAN 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…
1y analysis · Full analysis span regression · 6 months rolling