+62.4%
HBAN vs RBA
+4,075.0%
-4,012.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.2% |
| 7D | +2.3% | +1.7% | +0.5% | +1.6% |
| 30D | +4.8% | +8.3% | -3.6% | +1.6% |
| 3M | -10.1% | +10.5% | -20.6% | -13.6% |
| 6M | +5.0% | -5.9% | +10.9% | +6.0% |
| YTD | -6.1% | -6.9% | +0.7% | -5.3% |
| 1Y | +4.6% | -4.9% | +9.4% | +4.6% |
| 3Y | +74.9% | +64.5% | +10.5% | +41.4% |
| 5Y | +21.4% | +46.1% | -24.6% | -0.7% |
| 10Y | +105.3% | +208.2% | -103.0% | +18.5% |
| All | +62.4% | +4,075.0% | -4,012.6% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling