+36.3%
HBAN vs BP
+138.6%
-102.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -1.0% | +5.2% | -6.2% | -2.6% |
| 30D | -5.6% | +8.7% | -14.3% | -8.3% |
| 3M | -1.1% | +9.3% | -10.5% | -4.6% |
| 6M | +9.9% | +13.6% | -3.7% | +3.5% |
| YTD | -0.9% | +37.7% | -38.6% | -14.2% |
| 1Y | -1.4% | +40.6% | -42.0% | -15.6% |
| 3Y | +78.2% | +40.3% | +37.9% | +50.0% |
| All | +36.3% | +138.6% | -102.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling