+78.2%
HBAN vs TLN
+471.2%
-393.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | -5.6% | -14.3% | +8.7% | -4.0% |
| 3M | -1.1% | -9.3% | +8.1% | -0.7% |
| 6M | +9.9% | -1.1% | +11.0% | +8.8% |
| YTD | -0.9% | -16.6% | +15.6% | -0.3% |
| 1Y | -1.4% | -22.0% | +20.6% | -0.2% |
| 3Y | +78.2% | +470.2% | -392.0% | +22.8% |
| All | +78.2% | +471.2% | -393.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling