-47.2%
TSLL vs HBAN
+40.7%
-87.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +4.4% |
| 7D | +33.0% | +0.8% | +32.2% | +32.0% |
| 30D | +7.7% | +3.2% | +4.5% | +4.9% |
| 3M | +34.7% | -11.1% | +45.8% | +52.6% |
| 6M | -31.5% | +1.2% | -32.7% | -31.3% |
| YTD | -42.4% | -6.7% | -35.7% | -39.0% |
| 1Y | -39.7% | +2.4% | -42.1% | -42.9% |
| 3Y | +3.4% | +73.3% | -69.9% | -32.8% |
| All | -47.2% | +40.7% | -87.8% | -58.1% |
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 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