+153.3%
HBAN vs RL
+308.3%
-155.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.9% | -2.2% | +0.3% | -1.0% |
| 30D | -5.9% | -15.3% | +9.5% | +1.7% |
| 3M | +0.2% | -10.3% | +10.6% | +4.9% |
| 6M | +6.6% | -2.2% | +8.9% | +5.9% |
| YTD | -1.7% | -4.3% | +2.6% | -1.6% |
| 1Y | -1.7% | +8.9% | -10.6% | -8.0% |
| 3Y | +74.9% | +201.4% | -126.5% | -4.9% |
| 5Y | +36.0% | +230.6% | -194.6% | -32.6% |
| All | +153.3% | +308.3% | -155.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling