+773.9%
HBAN vs RRX
+3,748.6%
-2,974.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.5% |
| 7D | -1.9% | -3.7% | +1.8% | -0.3% |
| 30D | -5.9% | -9.3% | +3.4% | -1.8% |
| 3M | +0.2% | -21.8% | +22.0% | +9.3% |
| 6M | +6.6% | -22.0% | +28.7% | +14.3% |
| YTD | -1.7% | +11.9% | -13.7% | -12.1% |
| 1Y | -1.7% | +11.6% | -13.3% | -13.0% |
| 3Y | +74.9% | +2.2% | +72.7% | +51.9% |
| 5Y | +36.0% | +14.9% | +21.1% | +9.2% |
| 10Y | +156.9% | +214.2% | -57.3% | +30.3% |
| All | +773.9% | +3,748.6% | -2,974.7% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling