+768.7%
HBAN vs ROST
+68,667.5%
-67,898.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -5.5% | -11.4% | +5.9% | -2.4% |
| 3M | -0.2% | -1.6% | +1.4% | -0.1% |
| 6M | +5.2% | +6.8% | -1.7% | +2.8% |
| YTD | -2.3% | +25.8% | -28.1% | -8.8% |
| 1Y | -2.2% | +52.4% | -54.6% | -13.5% |
| 3Y | +73.8% | +94.4% | -20.5% | +42.8% |
| 5Y | +35.2% | +108.2% | -73.0% | +7.0% |
| 10Y | +155.4% | +308.5% | -153.1% | +70.8% |
| All | +768.7% | +68,667.5% | -67,898.8% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling