+228.1%
HBAN vs RNG
+302.4%
-74.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -1.9% | -9.6% | +7.7% | -0.8% |
| 30D | -5.9% | +8.8% | -14.7% | -6.9% |
| 3M | +0.2% | +78.6% | -78.4% | -6.9% |
| 6M | +6.6% | +70.3% | -63.6% | -1.2% |
| YTD | -1.7% | +140.3% | -142.1% | -13.6% |
| 1Y | -1.7% | +126.6% | -128.3% | -13.2% |
| 3Y | +74.9% | +120.2% | -45.3% | +52.0% |
| 5Y | +36.0% | -68.3% | +104.3% | +33.1% |
| 10Y | +156.9% | +220.6% | -63.7% | +65.9% |
| All | +228.1% | +302.4% | -74.3% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling