+58.6%
HBAN vs ROIV
+280.9%
-222.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.6% |
| 7D | +0.8% | +9.2% | -8.4% | 0.0% |
| 30D | +3.2% | +19.9% | -16.7% | +1.7% |
| 3M | -11.1% | +10.6% | -21.6% | -12.0% |
| 6M | +1.2% | +36.1% | -34.9% | -1.8% |
| YTD | -6.7% | +84.3% | -91.0% | -11.8% |
| 1Y | +2.4% | +87.6% | -85.2% | -3.4% |
| 3Y | +73.3% | +353.9% | -280.7% | +52.5% |
| 5Y | +20.7% | +376.1% | -355.3% | -1.5% |
| All | +58.6% | +280.9% | -222.3% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling