+36.0%
HBAN vs ROL
-4.5%
+40.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.9% | -3.2% | +1.3% | -1.1% |
| 30D | -5.9% | -6.6% | +0.8% | -4.3% |
| 3M | +0.2% | -27.3% | +27.5% | +8.3% |
| 6M | +6.6% | -38.1% | +44.7% | +19.8% |
| YTD | -1.7% | -41.8% | +40.1% | +12.0% |
| 1Y | -1.7% | -37.8% | +36.1% | +10.0% |
| 3Y | +74.9% | -0.3% | +75.2% | +70.7% |
| 5Y | +36.0% | -5.1% | +41.0% | +30.1% |
| All | +36.0% | -4.5% | +40.5% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling