+155.3%
HBAN vs RRX
+228.4%
-73.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -1.0% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -5.6% | -6.1% | +0.5% | -2.8% |
| 3M | -1.1% | -23.1% | +21.9% | +9.4% |
| 6M | +9.9% | -19.5% | +29.4% | +16.1% |
| YTD | -0.9% | +16.1% | -17.0% | -15.8% |
| 1Y | -1.4% | +12.9% | -14.3% | -16.1% |
| 3Y | +78.2% | +7.9% | +70.3% | +43.7% |
| 5Y | +37.0% | +19.1% | +17.9% | -1.5% |
| All | +155.3% | +228.4% | -73.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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