+37.2%
HBAN vs ROIV
+316.9%
-279.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.8% | -20.3% | -3.1% |
| 7D | +2.1% | +20.2% | -18.1% | +0.4% |
| 30D | -4.5% | +14.1% | -18.6% | -5.7% |
| 3M | +2.6% | +45.6% | -43.0% | -0.8% |
| 6M | +4.7% | +44.1% | -39.4% | +1.3% |
| YTD | -1.5% | +91.2% | -92.7% | -7.2% |
| 1Y | -1.9% | +221.3% | -223.2% | -11.5% |
| 3Y | +75.2% | +229.2% | -154.0% | +56.1% |
| 5Y | +37.2% | +316.5% | -279.3% | +12.1% |
| All | +37.2% | +316.9% | -279.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 5y: compounded portfolio wealth divided by compounded ROIV 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…
5y analysis · Full analysis span regression · 6 months rolling