+124.8%
HBAN vs RL
+1,517.3%
-1,392.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +2.3% | +2.6% | -0.3% | +1.1% |
| 30D | +4.8% | +2.9% | +1.8% | +3.3% |
| 3M | -10.1% | 0.0% | -10.1% | -10.5% |
| 6M | +5.0% | +17.1% | -12.1% | -3.2% |
| YTD | -6.1% | +10.1% | -16.3% | -11.7% |
| 1Y | +4.6% | +17.3% | -12.7% | -4.4% |
| 3Y | +74.9% | +249.3% | -174.4% | -2.9% |
| 5Y | +21.4% | +240.9% | -219.5% | -33.9% |
| 10Y | +105.3% | +337.3% | -232.0% | -6.4% |
| All | +124.8% | +1,517.3% | -1,392.5% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling