+99.7%
HBAN vs TPR
+365.1%
-265.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +3.2% | +15.1% | -11.9% | -2.5% |
| 3M | -11.1% | -13.4% | +2.3% | -7.2% |
| 6M | +1.2% | +1.4% | -0.2% | -1.2% |
| YTD | -6.7% | +4.8% | -11.4% | -10.8% |
| 1Y | +2.4% | +29.2% | -26.8% | -10.0% |
| 3Y | +73.3% | +403.7% | -330.4% | -16.1% |
| 5Y | +20.7% | +230.8% | -210.1% | -33.6% |
| All | +99.7% | +365.1% | -265.4% | -19.9% |
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