+155.3%
HBAN vs GDDY
+207.2%
-52.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | -5.6% | +6.8% | -12.4% | -7.5% |
| 3M | -1.1% | +30.5% | -31.6% | -8.8% |
| 6M | +9.9% | +13.3% | -3.4% | +4.1% |
| YTD | -0.9% | -21.0% | +20.0% | +2.7% |
| 1Y | -1.4% | -34.0% | +32.6% | +7.4% |
| 3Y | +78.2% | +33.1% | +45.1% | +57.2% |
| 5Y | +37.0% | +30.3% | +6.7% | +19.6% |
| All | +155.3% | +207.2% | -52.0% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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