+35.2%
HBAN vs RL
+233.3%
-198.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | +0.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -5.5% | -17.5% | +12.0% | +2.0% |
| 3M | -0.2% | -14.0% | +13.8% | +5.5% |
| 6M | +5.2% | -2.0% | +7.1% | +4.5% |
| YTD | -2.3% | -4.6% | +2.3% | -2.0% |
| 1Y | -2.2% | +9.5% | -11.7% | -7.8% |
| 3Y | +73.8% | +200.5% | -126.6% | +2.6% |
| 5Y | +35.2% | +226.3% | -191.0% | -26.4% |
| All | +35.2% | +233.3% | -198.1% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling