+138.4%
HBAN vs GDDY
+390.3%
-251.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -1.0% | -3.2% | +2.2% | -0.4% |
| 30D | -5.6% | +6.8% | -12.4% | -7.3% |
| 3M | -1.1% | +30.5% | -31.6% | -7.9% |
| 6M | +9.9% | +13.3% | -3.4% | +4.8% |
| YTD | -0.9% | -21.0% | +20.0% | +2.1% |
| 1Y | -1.4% | -34.0% | +32.6% | +6.0% |
| 3Y | +78.2% | +33.1% | +45.1% | +60.7% |
| 5Y | +37.0% | +30.3% | +6.7% | +22.6% |
| 10Y | +158.9% | +205.5% | -46.6% | +93.4% |
| All | +138.4% | +390.3% | -251.9% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling