+76.8%
HBAN vs BROS
+57.4%
+19.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.1% |
| 7D | -1.9% | -6.1% | +4.1% | -1.0% |
| 30D | -5.9% | -12.4% | +6.5% | -4.0% |
| 3M | +0.2% | -27.9% | +28.2% | +4.7% |
| 6M | +6.6% | -16.8% | +23.4% | +8.3% |
| YTD | -1.7% | -29.0% | +27.3% | +2.1% |
| 1Y | -1.7% | -33.2% | +31.5% | +2.6% |
| All | +76.8% | +57.4% | +19.4% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling