-46.0%
TSLL vs HBAN
+9.1%
-55.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.3% | -7.6% | -7.0% |
| 7D | -9.4% | +2.3% | -11.7% | -10.6% |
| 30D | +1.6% | +5.0% | -3.5% | -1.2% |
| 3M | +29.4% | -7.6% | +37.0% | +34.7% |
| 6M | -20.1% | +1.3% | -21.4% | -17.1% |
| YTD | -44.5% | -4.7% | -39.8% | -45.5% |
| 1Y | -46.0% | +9.2% | -55.2% | -51.1% |
| All | -46.0% | +9.1% | -55.1% | -51.1% |
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