+736.0%
HBAN vs TMF
-71.6%
+807.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -2.1% |
| 7D | +0.8% | -8.2% | +8.9% | -1.4% |
| 30D | +3.2% | +5.3% | -2.1% | +4.7% |
| 3M | -11.1% | -8.5% | -2.6% | -12.9% |
| 6M | +1.2% | -17.2% | +18.4% | -3.3% |
| YTD | -6.7% | -23.4% | +16.7% | -12.4% |
| 1Y | +2.4% | -30.2% | +32.7% | -6.2% |
| 3Y | +73.3% | -32.9% | +106.2% | +62.1% |
| 5Y | +20.7% | -88.5% | +109.3% | -31.6% |
| 10Y | +104.1% | -82.2% | +186.3% | +62.9% |
| All | +736.0% | -71.6% | +807.6% | +812.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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