+816.6%
GLD vs HBAN
+52.1%
+764.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +4.4% | -3.2% | +7.6% | +4.3% |
| 3M | -1.1% | +4.0% | -5.0% | -1.0% |
| 6M | -13.8% | +3.1% | -16.9% | -13.7% |
| YTD | +2.6% | 0.0% | +2.6% | +2.7% |
| 1Y | +24.5% | -1.2% | +25.7% | +24.5% |
| 3Y | +125.8% | +72.5% | +53.4% | +128.3% |
| 5Y | +137.8% | +39.3% | +98.5% | +140.1% |
| 10Y | +221.4% | +157.3% | +64.0% | +228.9% |
| All | +816.6% | +52.1% | +764.4% | +906.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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