+659.5%
MSTR vs HBAN
+163.4%
+496.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | -8.3% | -1.0% | -7.3% | -7.8% |
| 30D | +38.1% | -5.6% | +43.7% | +42.0% |
| 3M | +9.0% | -1.1% | +10.2% | +9.0% |
| 6M | -5.3% | +9.9% | -15.2% | -10.4% |
| YTD | -13.8% | -0.9% | -12.9% | -14.3% |
| 1Y | -59.8% | -1.4% | -58.4% | -60.1% |
| 3Y | +282.2% | +78.2% | +204.0% | +192.3% |
| 5Y | +112.8% | +37.0% | +75.7% | +84.2% |
| All | +659.5% | +163.4% | +496.0% | +439.7% |
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 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