+46.4%
HBAN vs TEL
+707.2%
-660.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | -2.3% | +0.3% | -0.2% |
| 30D | -5.9% | -6.1% | +0.2% | -1.6% |
| 3M | +0.2% | +1.7% | -1.5% | -2.5% |
| 6M | +6.6% | +1.6% | +5.0% | +1.8% |
| YTD | -1.7% | -9.1% | +7.4% | +0.4% |
| 1Y | -1.7% | -1.7% | -0.1% | -7.0% |
| 3Y | +74.9% | +67.3% | +7.6% | +4.7% |
| 5Y | +36.0% | +52.1% | -16.1% | -14.3% |
| 10Y | +156.9% | +299.3% | -142.4% | -30.7% |
| All | +46.4% | +707.2% | -660.7% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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