-52.0%
TSLL vs HBAN
+47.3%
-99.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.6% |
| 7D | +5.1% | -1.5% | +6.6% | +6.8% |
| 30D | +20.0% | -5.5% | +25.5% | +26.8% |
| 3M | -23.8% | -0.2% | -23.5% | -22.3% |
| 6M | -30.3% | +5.2% | -35.4% | -33.4% |
| YTD | -47.7% | -2.3% | -45.4% | -47.5% |
| 1Y | -21.2% | -2.2% | -19.0% | -22.5% |
| 3Y | -26.9% | +73.8% | -100.7% | -53.5% |
| All | -52.0% | +47.3% | -99.3% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling