+734.5%
HBAN vs TAP
+832.8%
-98.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | -0.3% |
| 7D | +2.3% | +1.3% | +1.0% | +1.9% |
| 30D | +4.8% | +5.7% | -1.0% | +2.9% |
| 3M | -10.1% | -1.9% | -8.2% | -10.0% |
| 6M | +5.0% | +0.9% | +4.1% | +4.1% |
| YTD | -6.1% | -9.5% | +3.4% | -4.6% |
| 1Y | +4.6% | -9.0% | +13.5% | +6.0% |
| 3Y | +74.9% | -22.2% | +97.2% | +83.2% |
| 5Y | +21.4% | +1.2% | +20.2% | +17.1% |
| 10Y | +105.3% | -46.1% | +151.4% | +124.2% |
| All | +734.5% | +832.8% | -98.3% | +513.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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