+78.2%
HBAN vs RIO
+88.2%
-10.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -1.0% | -3.2% | +2.2% | 0.0% |
| 30D | -5.6% | +0.9% | -6.5% | -6.1% |
| 3M | -1.1% | -1.4% | +0.3% | -1.0% |
| 6M | +9.9% | +10.9% | -1.1% | +4.7% |
| YTD | -0.9% | +31.2% | -32.2% | -12.2% |
| 1Y | -1.4% | +67.9% | -69.3% | -21.0% |
| 3Y | +78.2% | +88.8% | -10.6% | +30.0% |
| All | +78.2% | +88.2% | -10.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling