+77.2%
HBAN vs RBA
+27.1%
+50.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | +2.1% | -1.1% | +3.1% | +2.4% |
| 30D | -4.5% | -13.2% | +8.7% | -0.2% |
| 3M | +2.6% | -21.4% | +23.9% | +9.6% |
| 6M | +4.7% | -20.9% | +25.6% | +11.5% |
| YTD | -1.5% | -19.9% | +18.3% | +4.1% |
| 1Y | -1.9% | -28.7% | +26.7% | +7.9% |
| All | +77.2% | +27.1% | +50.0% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling