+775.4%
HBAN vs RGEN
+1,585.3%
-809.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | +2.1% | -0.9% | +2.9% | +2.1% |
| 30D | -4.5% | +2.8% | -7.3% | -4.7% |
| 3M | +2.6% | +34.5% | -31.9% | +1.0% |
| 6M | +4.7% | +40.5% | -35.7% | +2.8% |
| YTD | -1.5% | +2.8% | -4.4% | -1.9% |
| 1Y | -1.9% | +39.6% | -41.6% | -3.8% |
| 3Y | +75.2% | +4.4% | +70.8% | +72.8% |
| 5Y | +37.2% | -42.8% | +79.9% | +37.4% |
| 10Y | +156.6% | +406.7% | -250.1% | +132.6% |
| All | +775.4% | +1,585.3% | -809.9% | +590.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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