+775.4%
HBAN vs TFC
+2,539.0%
-1,763.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | +0.2% |
| 7D | +2.1% | +2.2% | -0.2% | +0.2% |
| 30D | -4.5% | -2.5% | -2.0% | -2.5% |
| 3M | +2.6% | +4.5% | -2.0% | -1.6% |
| 6M | +4.7% | +11.0% | -6.2% | -4.4% |
| YTD | -1.5% | +5.9% | -7.4% | -6.5% |
| 1Y | -1.9% | +14.6% | -16.5% | -12.8% |
| 3Y | +75.2% | +96.7% | -21.5% | -2.3% |
| 5Y | +37.2% | +15.6% | +21.6% | +16.8% |
| 10Y | +156.6% | +98.6% | +58.0% | +37.0% |
| All | +775.4% | +2,539.0% | -1,763.6% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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