+155.3%
HBAN vs ROST
+317.9%
-162.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | -0.4% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -5.6% | -6.9% | +1.3% | -2.4% |
| 3M | -1.1% | -3.3% | +2.2% | -0.1% |
| 6M | +9.9% | +9.0% | +0.8% | +4.2% |
| YTD | -0.9% | +28.9% | -29.8% | -13.9% |
| 1Y | -1.4% | +54.0% | -55.4% | -21.8% |
| 3Y | +78.2% | +100.7% | -22.5% | +20.6% |
| 5Y | +37.0% | +116.0% | -79.0% | -14.6% |
| All | +155.3% | +317.9% | -162.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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