+155.3%
HBAN vs BRO
+294.2%
-139.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -7.3% | +6.3% | +3.2% |
| 30D | -5.6% | -6.9% | +1.3% | -2.1% |
| 3M | -1.1% | +10.7% | -11.8% | -8.2% |
| 6M | +9.9% | -2.7% | +12.6% | +9.2% |
| YTD | -0.9% | -16.3% | +15.4% | +7.2% |
| 1Y | -1.4% | -29.1% | +27.7% | +17.9% |
| 3Y | +78.2% | -7.8% | +86.0% | +71.3% |
| 5Y | +37.0% | +18.7% | +18.3% | +3.7% |
| All | +155.3% | +294.2% | -139.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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