-1.4%
HBAN vs ROL
-37.8%
+36.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.0% | -3.2% | +2.2% | -0.2% |
| 30D | -5.6% | -4.9% | -0.7% | -4.4% |
| 3M | -1.1% | -25.8% | +24.7% | +6.7% |
| 6M | +9.9% | -37.6% | +47.4% | +24.5% |
| YTD | -0.9% | -41.5% | +40.5% | +14.1% |
| 1Y | -1.4% | -39.5% | +38.1% | +11.9% |
| All | -1.4% | -37.8% | +36.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling