+36.3%
HBAN vs GFI
+538.3%
-502.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -1.0% | -2.7% | +1.7% | -1.0% |
| 30D | -5.6% | +13.2% | -18.8% | -5.7% |
| 3M | -1.1% | +28.5% | -29.6% | -1.4% |
| 6M | +9.9% | -6.2% | +16.1% | +9.6% |
| YTD | -0.9% | +8.7% | -9.7% | -1.1% |
| 1Y | -1.4% | +24.8% | -26.2% | -1.5% |
| 3Y | +78.2% | +298.0% | -219.8% | +78.2% |
| All | +36.3% | +538.3% | -502.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling