+71.2%
HBAN vs TCOM
+2,536.0%
-2,464.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -1.9% | -6.5% | +4.6% | -0.4% |
| 30D | -5.9% | -16.2% | +10.4% | -1.9% |
| 3M | +0.2% | -19.3% | +19.6% | +4.8% |
| 6M | +6.6% | -27.2% | +33.9% | +14.1% |
| YTD | -1.7% | -46.2% | +44.5% | +12.1% |
| 1Y | -1.7% | -46.6% | +44.9% | +12.2% |
| 3Y | +74.9% | +8.4% | +66.5% | +59.9% |
| 5Y | +36.0% | +25.8% | +10.1% | +9.9% |
| 10Y | +156.9% | -11.9% | +168.8% | +112.9% |
| All | +71.2% | +2,536.0% | -2,464.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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