+789.5%
HBAN vs GD
+20,186.5%
-19,397.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.7% |
| 7D | +0.7% | -5.3% | +5.9% | +3.4% |
| 30D | -3.2% | -6.4% | +3.2% | 0.0% |
| 3M | +4.0% | +5.7% | -1.7% | +0.6% |
| 6M | +3.1% | -0.9% | +4.1% | +2.9% |
| YTD | 0.0% | +8.2% | -8.1% | -4.8% |
| 1Y | -1.2% | +13.4% | -14.6% | -8.4% |
| 3Y | +72.5% | +68.5% | +4.0% | +29.0% |
| 5Y | +39.3% | +97.2% | -57.8% | -3.8% |
| 10Y | +157.3% | +190.2% | -32.9% | +50.5% |
| All | +789.5% | +20,186.5% | -19,397.0% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling