+145.9%
HBAN vs TTMI
+497.9%
-352.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | 0.0% |
| 7D | -1.5% | +7.5% | -9.0% | -3.0% |
| 30D | -5.5% | -4.5% | -1.0% | -5.1% |
| 3M | -0.2% | -28.5% | +28.3% | +4.5% |
| 6M | +5.2% | +28.4% | -23.2% | -4.4% |
| YTD | -2.3% | +80.1% | -82.4% | -18.6% |
| 1Y | -2.2% | +161.0% | -163.2% | -26.1% |
| 3Y | +73.8% | +862.4% | -788.6% | -2.9% |
| 5Y | +35.2% | +812.9% | -777.7% | -25.2% |
| 10Y | +155.4% | +1,094.7% | -939.3% | +29.4% |
| All | +145.9% | +497.9% | -352.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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