+899.8%
HBAN vs RIO
+6,041.4%
-5,141.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +2.1% | +1.9% | +0.1% | +1.4% |
| 30D | -4.5% | +5.0% | -9.5% | -6.3% |
| 3M | +2.6% | +5.1% | -2.6% | +0.3% |
| 6M | +4.7% | +17.6% | -12.9% | -2.0% |
| YTD | -1.5% | +36.3% | -37.8% | -12.9% |
| 1Y | -1.9% | +71.2% | -73.1% | -20.2% |
| 3Y | +75.2% | +102.7% | -27.5% | +32.9% |
| 5Y | +37.2% | +99.6% | -62.4% | +2.1% |
| 10Y | +156.6% | +603.1% | -446.5% | +22.3% |
| All | +899.8% | +6,041.4% | -5,141.6% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling