+238.0%
GM vs HBAN
+400.8%
-162.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -2.4% | -1.0% | -1.4% | -1.8% |
| 30D | -1.1% | -5.6% | +4.5% | +2.2% |
| 3M | +6.1% | -1.1% | +7.3% | +6.3% |
| 6M | +15.0% | +9.9% | +5.1% | +8.0% |
| YTD | +6.0% | -0.9% | +6.9% | +5.3% |
| 1Y | +47.1% | -1.4% | +48.5% | +46.2% |
| 3Y | +170.5% | +78.2% | +92.3% | +84.2% |
| 5Y | +80.5% | +37.0% | +43.5% | +40.4% |
| 10Y | +238.7% | +158.9% | +79.8% | +70.9% |
| All | +238.0% | +400.8% | -162.8% | +15.6% |
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