+36.3%
HBAN vs ROK
+47.1%
-10.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -1.0% | -1.2% | +0.3% | -0.5% |
| 30D | -5.6% | -4.8% | -0.8% | -3.6% |
| 3M | -1.1% | -6.1% | +4.9% | +0.9% |
| 6M | +9.9% | +15.5% | -5.6% | +1.4% |
| YTD | -0.9% | +11.2% | -12.1% | -7.3% |
| 1Y | -1.4% | +23.8% | -25.2% | -12.4% |
| 3Y | +78.2% | +53.1% | +25.1% | +39.2% |
| All | +36.3% | +47.1% | -10.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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