+135.8%
HBAN vs RL
+1,349.6%
-1,213.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +2.1% | +1.9% | +0.2% | +1.2% |
| 30D | -4.5% | -12.2% | +7.7% | +0.8% |
| 3M | +2.6% | -6.6% | +9.2% | +5.0% |
| 6M | +4.7% | +3.2% | +1.6% | +1.9% |
| YTD | -1.5% | -1.3% | -0.2% | -2.6% |
| 1Y | -1.9% | +13.6% | -15.5% | -8.9% |
| 3Y | +75.2% | +210.9% | -135.7% | +2.5% |
| 5Y | +37.2% | +246.9% | -209.7% | -26.0% |
| 10Y | +156.6% | +310.1% | -153.5% | +20.8% |
| All | +135.8% | +1,349.6% | -1,213.7% | -33.9% |
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