+768.7%
HBAN vs GAP
+2,145.7%
-1,377.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.5% |
| 7D | -1.5% | -3.2% | +1.7% | -0.6% |
| 30D | -5.5% | -0.7% | -4.8% | -5.7% |
| 3M | -0.2% | -0.5% | +0.2% | -0.8% |
| 6M | +5.2% | -5.0% | +10.1% | +5.0% |
| YTD | -2.3% | -14.7% | +12.4% | +0.1% |
| 1Y | -2.2% | -8.6% | +6.5% | -2.3% |
| 3Y | +73.8% | +108.4% | -34.5% | +25.3% |
| 5Y | +35.2% | +5.8% | +29.5% | +10.7% |
| 10Y | +155.4% | +29.6% | +125.7% | +70.2% |
| All | +768.7% | +2,145.7% | -1,377.1% | +253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling