+50.1%
MSFT vs HBAN
+74.3%
-24.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | +0.8% | -5.6% | +6.4% | +1.7% |
| 3M | +27.2% | -1.1% | +28.4% | +27.4% |
| 6M | +22.9% | +9.9% | +13.0% | +20.8% |
| YTD | +3.1% | -0.9% | +4.1% | +2.8% |
| 1Y | -0.3% | -1.4% | +1.1% | -0.6% |
| 3Y | +50.1% | +78.2% | -28.1% | +42.3% |
| All | +50.1% | +74.3% | -24.2% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling