+481.0%
MSTR vs HBAN
+102.9%
+378.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | -13.4% | +2.3% | -15.7% | -14.5% |
| 30D | -22.1% | +4.8% | -26.8% | -23.8% |
| 3M | +15.0% | -10.1% | +25.0% | +21.5% |
| 6M | -37.3% | +5.0% | -42.3% | -39.3% |
| YTD | -26.5% | -6.1% | -20.4% | -24.7% |
| 1Y | -46.5% | +4.6% | -51.0% | -48.3% |
| 3Y | +121.1% | +74.9% | +46.2% | +71.1% |
| 5Y | +37.5% | +21.4% | +16.1% | +24.8% |
| All | +481.0% | +102.9% | +378.2% | +340.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling