+741.8%
HBAN vs TMF
-70.3%
+812.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -1.5% |
| 7D | -0.1% | -1.1% | +0.9% | -0.4% |
| 30D | +3.4% | +11.8% | -8.4% | +6.4% |
| 3M | -9.1% | -4.0% | -5.1% | -9.9% |
| 6M | +0.1% | -16.5% | +16.7% | -4.2% |
| YTD | -6.0% | -19.9% | +13.9% | -10.8% |
| 1Y | +4.0% | -25.6% | +29.6% | -3.1% |
| 3Y | +74.5% | -29.9% | +104.3% | +65.1% |
| 5Y | +24.3% | -88.2% | +112.6% | -29.2% |
| 10Y | +107.3% | -81.7% | +189.0% | +66.4% |
| All | +741.8% | -70.3% | +812.2% | +829.0% |
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