+545.4%
HBAN vs ROP
+30,173.0%
-29,627.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +2.3% | +0.7% | +1.6% | +2.0% |
| 30D | +4.8% | +28.8% | -24.0% | -4.4% |
| 3M | -10.1% | +21.1% | -31.1% | -16.3% |
| 6M | +5.0% | +52.5% | -47.5% | -10.6% |
| YTD | -6.1% | +8.9% | -15.0% | -10.6% |
| 1Y | +4.6% | +8.2% | -3.7% | -0.2% |
| 3Y | +74.9% | -5.2% | +80.1% | +74.6% |
| 5Y | +21.4% | +1.7% | +19.7% | +17.6% |
| 10Y | +105.3% | +185.4% | -80.1% | +41.9% |
| All | +545.4% | +30,173.0% | -29,627.6% | +163.0% |
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