+35.2%
HBAN vs RBA
+39.8%
-4.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.5% | -1.9% | +0.4% | -0.9% |
| 30D | -5.5% | -13.0% | +7.5% | -1.6% |
| 3M | -0.2% | -23.1% | +22.9% | +7.1% |
| 6M | +5.2% | -22.6% | +27.7% | +12.5% |
| YTD | -2.3% | -20.4% | +18.1% | +3.4% |
| 1Y | -2.2% | -29.6% | +27.4% | +7.4% |
| 3Y | +73.8% | +26.6% | +47.3% | +60.8% |
| 5Y | +35.2% | +38.2% | -2.9% | +19.9% |
| All | +35.2% | +39.8% | -4.6% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling