+33.0%
TMUS vs HBAN
+71.9%
-39.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.3% | -1.5% | -3.8% | -5.2% |
| 30D | +0.1% | -5.5% | +5.6% | +0.6% |
| 3M | -0.6% | -0.2% | -0.4% | -0.3% |
| 6M | -17.5% | +5.2% | -22.7% | -17.6% |
| YTD | -11.3% | -2.3% | -9.0% | -11.1% |
| 1Y | -25.4% | -2.2% | -23.2% | -25.3% |
| All | +33.0% | +71.9% | -39.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 3y: compounded portfolio wealth divided by compounded HBAN 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…
3y analysis · Full analysis span regression · 6 months rolling