+326.4%
HBAN vs RIG
-41.6%
+368.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.5% | -8.2% | +6.7% | +0.1% |
| 30D | -5.5% | -0.2% | -5.3% | -5.6% |
| 3M | -0.2% | -2.7% | +2.5% | -0.2% |
| 6M | +5.2% | -7.5% | +12.6% | +5.2% |
| YTD | -2.3% | +38.3% | -40.6% | -10.2% |
| 1Y | -2.2% | +81.8% | -84.0% | -15.5% |
| 3Y | +73.8% | -30.2% | +104.0% | +72.9% |
| 5Y | +35.2% | +59.9% | -24.7% | +5.6% |
| 10Y | +155.4% | -41.9% | +197.3% | +79.4% |
| All | +326.4% | -41.6% | +368.0% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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