+155.3%
HBAN vs TNA
+86.1%
+69.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -1.0% | -7.3% | +6.3% | +1.6% |
| 30D | -5.6% | -14.2% | +8.6% | -0.6% |
| 3M | -1.1% | -4.6% | +3.4% | -0.1% |
| 6M | +9.9% | +36.9% | -27.0% | -4.1% |
| YTD | -0.9% | +42.5% | -43.5% | -15.5% |
| 1Y | -1.4% | +45.8% | -47.2% | -17.8% |
| 3Y | +78.2% | +104.7% | -26.4% | +18.0% |
| 5Y | +37.0% | -21.7% | +58.7% | +12.5% |
| All | +155.3% | +86.1% | +69.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling