+2,064.0%
GS vs HBAN
+49.7%
+2,014.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.9% | +0.7% | +0.3% | +0.7% |
| 30D | -1.6% | -3.2% | +1.7% | -0.4% |
| 3M | -4.5% | +4.0% | -8.4% | -6.0% |
| 6M | +20.9% | +3.1% | +17.7% | +19.4% |
| YTD | +19.9% | 0.0% | +19.8% | +19.5% |
| 1Y | +41.4% | -1.2% | +42.6% | +41.4% |
| 3Y | +239.2% | +72.5% | +166.7% | +177.2% |
| 5Y | +185.0% | +39.3% | +145.7% | +148.2% |
| 10Y | +655.0% | +157.3% | +497.6% | +426.5% |
| All | +2,064.0% | +49.7% | +2,014.3% | +1,130.6% |
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