+4.6%
TSLA vs HBAN
-0.5%
+5.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.9% |
| 7D | +1.5% | +0.7% | +0.9% | +1.4% |
| 30D | +10.1% | -3.2% | +13.4% | +10.9% |
| 3M | -15.4% | +4.0% | -19.3% | -14.8% |
| 6M | -12.8% | +3.1% | -15.9% | -13.0% |
| YTD | -21.3% | 0.0% | -21.3% | -21.9% |
| 1Y | +4.6% | -1.2% | +5.8% | -2.4% |
| All | +4.6% | -0.5% | +5.1% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling