+36.7%
HBAN vs BROS
+38.3%
-1.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -1.5% | -6.6% | +5.1% | -0.6% |
| 30D | -5.5% | -12.3% | +6.8% | -3.9% |
| 3M | -0.2% | -22.2% | +22.0% | +2.5% |
| 6M | +5.2% | -14.3% | +19.4% | +6.2% |
| YTD | -2.3% | -26.6% | +24.3% | +0.5% |
| 1Y | -2.2% | -31.5% | +29.3% | +1.2% |
| 3Y | +73.8% | +62.3% | +11.6% | +57.9% |
| All | +36.7% | +38.3% | -1.7% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling