+155.4%
HBAN vs TPR
+299.5%
-144.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.5% |
| 7D | -1.5% | -7.3% | +5.8% | +1.4% |
| 30D | -5.5% | -30.7% | +25.2% | +7.9% |
| 3M | -0.2% | -21.6% | +21.4% | +8.2% |
| 6M | +5.2% | -21.3% | +26.5% | +13.2% |
| YTD | -2.3% | -10.2% | +7.9% | -0.5% |
| 1Y | -2.2% | +9.5% | -11.7% | -8.6% |
| 3Y | +73.8% | +280.8% | -206.9% | -5.9% |
| 5Y | +35.2% | +218.7% | -183.5% | -24.9% |
| 10Y | +155.4% | +306.7% | -151.3% | +3.5% |
| All | +155.4% | +299.5% | -144.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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