+155.3%
HBAN vs GD
+196.4%
-41.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -1.0% | -1.0% | 0.0% | -0.3% |
| 30D | -5.6% | -9.7% | +4.1% | +2.0% |
| 3M | -1.1% | -0.4% | -0.8% | -1.5% |
| 6M | +9.9% | +1.5% | +8.4% | +7.2% |
| YTD | -0.9% | +7.1% | -8.1% | -8.0% |
| 1Y | -1.4% | +9.9% | -11.3% | -10.5% |
| 3Y | +78.2% | +74.6% | +3.6% | +6.1% |
| 5Y | +37.0% | +96.1% | -59.1% | -27.9% |
| All | +155.3% | +196.4% | -41.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling