+155.3%
HBAN vs RNG
+222.9%
-67.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | -6.1% | +5.1% | -0.3% |
| 30D | -5.6% | +9.6% | -15.2% | -6.6% |
| 3M | -1.1% | +83.3% | -84.5% | -8.0% |
| 6M | +9.9% | +77.9% | -68.1% | +1.8% |
| YTD | -0.9% | +139.9% | -140.9% | -12.2% |
| 1Y | -1.4% | +121.7% | -123.1% | -12.0% |
| 3Y | +78.2% | +121.9% | -43.7% | +56.0% |
| 5Y | +37.0% | -68.4% | +105.4% | +29.0% |
| All | +155.3% | +222.9% | -67.6% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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