+768.7%
HBAN vs TSN
+896.6%
-128.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | -1.5% | -7.3% | +5.8% | +0.7% |
| 30D | -5.5% | -8.6% | +3.1% | -3.0% |
| 3M | -0.2% | -7.5% | +7.3% | +1.8% |
| 6M | +5.2% | -14.1% | +19.3% | +9.3% |
| YTD | -2.3% | -9.4% | +7.1% | -0.4% |
| 1Y | -2.2% | -4.1% | +1.9% | -2.2% |
| 3Y | +73.8% | +10.3% | +63.5% | +64.7% |
| 5Y | +35.2% | -19.7% | +55.0% | +39.9% |
| 10Y | +155.4% | -7.0% | +162.4% | +144.6% |
| All | +768.7% | +896.6% | -128.0% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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