+342.4%
HBAN vs TNA
+913.2%
-570.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.8% |
| 7D | -1.9% | -7.6% | +5.7% | +1.2% |
| 30D | -5.9% | -13.6% | +7.8% | -0.2% |
| 3M | +0.2% | +2.8% | -2.6% | -1.8% |
| 6M | +6.6% | +34.5% | -27.9% | -8.4% |
| YTD | -1.7% | +41.0% | -42.7% | -18.1% |
| 1Y | -1.7% | +52.0% | -53.7% | -22.2% |
| 3Y | +74.9% | +103.5% | -28.6% | +7.0% |
| 5Y | +36.0% | -22.5% | +58.5% | +5.6% |
| 10Y | +156.9% | +81.9% | +75.0% | -10.1% |
| All | +342.4% | +913.2% | -570.8% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling