+9.2%
HBAN vs BROS
-18.6%
+27.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.1% |
| 7D | +2.3% | +2.5% | -0.2% | +1.9% |
| 30D | +5.0% | +15.1% | -10.0% | +2.6% |
| 3M | -7.6% | -31.4% | +23.7% | -2.2% |
| 6M | +1.3% | -22.6% | +23.9% | +3.6% |
| YTD | -4.7% | -28.1% | +23.4% | -1.5% |
| 1Y | +9.2% | -20.3% | +29.5% | +9.3% |
| All | +9.2% | -18.6% | +27.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling