+775.4%
HBAN vs BP
+1,362.4%
-586.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.7% |
| 7D | +2.1% | +0.9% | +1.1% | +1.6% |
| 30D | -4.5% | +9.1% | -13.6% | -8.5% |
| 3M | +2.6% | +3.9% | -1.4% | -0.4% |
| 6M | +4.7% | +13.6% | -8.9% | -3.4% |
| YTD | -1.5% | +34.0% | -35.6% | -16.5% |
| 1Y | -1.9% | +39.2% | -41.1% | -18.7% |
| 3Y | +75.2% | +36.4% | +38.8% | +43.6% |
| 5Y | +37.2% | +135.8% | -98.6% | -15.7% |
| 10Y | +156.6% | +125.0% | +31.6% | +55.1% |
| All | +775.4% | +1,362.4% | -586.9% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling