+37.2%
HBAN vs TPR
+230.0%
-192.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.3% |
| 7D | +2.1% | -3.4% | +5.4% | +3.3% |
| 30D | -4.5% | -27.3% | +22.8% | +5.9% |
| 3M | +2.6% | -16.2% | +18.8% | +7.8% |
| 6M | +4.7% | -17.9% | +22.6% | +10.3% |
| YTD | -1.5% | -7.1% | +5.6% | -1.1% |
| 1Y | -1.9% | +13.6% | -15.5% | -9.1% |
| 3Y | +75.2% | +293.7% | -218.5% | -3.4% |
| 5Y | +37.2% | +239.1% | -201.9% | -21.6% |
| All | +37.2% | +230.0% | -192.8% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling