+68.2%
HBAN vs TSLQ
-97.2%
+165.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.8% |
| 7D | -1.9% | +5.7% | -7.6% | -1.3% |
| 30D | -5.9% | -21.1% | +15.2% | -7.7% |
| 3M | +0.2% | -11.5% | +11.8% | +0.6% |
| 6M | +6.6% | -14.9% | +21.6% | +7.7% |
| YTD | -1.7% | +2.4% | -4.1% | +1.6% |
| 1Y | -1.7% | -49.8% | +48.1% | -5.0% |
| 3Y | +74.9% | -95.8% | +170.7% | +49.7% |
| All | +68.2% | -97.2% | +165.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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