+131,933.8%
MSFT vs HBAN
+780.9%
+131,152.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -1.4% | +2.1% | -3.5% | -1.8% |
| 30D | -1.0% | -4.5% | +3.5% | -0.3% |
| 3M | +20.2% | +2.6% | +17.6% | +19.6% |
| 6M | +21.3% | +4.7% | +16.5% | +20.1% |
| YTD | +2.8% | -1.5% | +4.3% | +2.6% |
| 1Y | 0.0% | -1.9% | +1.9% | -0.4% |
| 3Y | +51.2% | +75.2% | -24.0% | +35.1% |
| 5Y | +71.4% | +37.2% | +34.3% | +57.7% |
| 10Y | +868.6% | +156.6% | +712.0% | +672.6% |
| All | +131,933.8% | +780.9% | +131,152.9% | +56,018.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling