+768.7%
HBAN vs RVTY
+2,293.6%
-1,524.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | 0.0% |
| 7D | -1.5% | -5.4% | +3.9% | +0.1% |
| 30D | -5.5% | +6.7% | -12.3% | -7.4% |
| 3M | -0.2% | +19.0% | -19.2% | -5.5% |
| 6M | +5.2% | +34.6% | -29.5% | -4.3% |
| YTD | -2.3% | +28.3% | -30.6% | -10.2% |
| 1Y | -2.2% | +46.0% | -48.2% | -13.7% |
| 3Y | +73.8% | +16.9% | +57.0% | +60.4% |
| 5Y | +35.2% | -32.9% | +68.2% | +43.0% |
| 10Y | +155.4% | +141.6% | +13.7% | +84.8% |
| All | +768.7% | +2,293.6% | -1,524.9% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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