+571.8%
HBAN vs ROP
+24,458.1%
-23,886.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -1.5% | -6.1% | +4.6% | +0.7% |
| 30D | -5.5% | -3.4% | -2.2% | -4.5% |
| 3M | -0.2% | +16.7% | -16.9% | -6.2% |
| 6M | +5.2% | +8.1% | -2.9% | +1.2% |
| YTD | -2.3% | -11.7% | +9.4% | +0.5% |
| 1Y | -2.2% | -24.2% | +22.0% | +6.0% |
| 3Y | +73.8% | -19.0% | +92.8% | +84.0% |
| 5Y | +35.2% | -15.9% | +51.1% | +40.4% |
| 10Y | +155.4% | +135.7% | +19.7% | +89.7% |
| All | +571.8% | +24,458.1% | -23,886.3% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling