+126.2%
HBAN vs TRU
+226.0%
-99.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.5% | -6.5% | +5.0% | +1.2% |
| 30D | -5.5% | -2.5% | -3.0% | -4.9% |
| 3M | -0.2% | +10.4% | -10.6% | -5.4% |
| 6M | +5.2% | +1.6% | +3.5% | +2.6% |
| YTD | -2.3% | -9.7% | +7.4% | -1.0% |
| 1Y | -2.2% | -17.3% | +15.1% | +2.2% |
| 3Y | +73.8% | -1.8% | +75.7% | +60.0% |
| 5Y | +35.2% | -36.2% | +71.5% | +49.1% |
| 10Y | +155.4% | +143.2% | +12.1% | +67.1% |
| All | +126.2% | +226.0% | -99.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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