+76.8%
HBAN vs GAP
+103.6%
-26.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -1.9% | -6.3% | +4.4% | -0.7% |
| 30D | -5.9% | -0.2% | -5.6% | -6.1% |
| 3M | +0.2% | 0.0% | +0.2% | -0.2% |
| 6M | +6.6% | -8.1% | +14.8% | +7.3% |
| YTD | -1.7% | -16.5% | +14.8% | +0.6% |
| 1Y | -1.7% | -10.5% | +8.7% | -1.2% |
| All | +76.8% | +103.6% | -26.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling