+43.0%
HBAN vs RDW
-0.7%
+43.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -5.6% | -21.3% | +15.7% | -3.8% |
| 3M | -1.1% | -37.9% | +36.7% | +2.0% |
| 6M | +9.9% | +12.3% | -2.4% | +5.5% |
| YTD | -0.9% | +39.7% | -40.7% | -8.6% |
| 1Y | -1.4% | +25.7% | -27.1% | -9.3% |
| 3Y | +78.2% | +230.8% | -152.6% | +36.0% |
| 5Y | +37.0% | -8.8% | +45.8% | +7.7% |
| All | +43.0% | -0.7% | +43.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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