+155.3%
HBAN vs ROP
+135.6%
+19.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | -4.6% | +3.6% | +1.6% |
| 30D | -5.6% | -1.7% | -3.9% | -5.0% |
| 3M | -1.1% | +17.1% | -18.2% | -11.0% |
| 6M | +9.9% | +10.9% | -1.0% | +1.5% |
| YTD | -0.9% | -12.1% | +11.1% | +4.4% |
| 1Y | -1.4% | -24.2% | +22.8% | +13.8% |
| 3Y | +78.2% | -20.4% | +98.6% | +97.7% |
| 5Y | +37.0% | -15.4% | +52.4% | +43.2% |
| All | +155.3% | +135.6% | +19.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling