+9.2%
HBAN vs GFS
+15.5%
-6.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +1.7% |
| 7D | +2.3% | -12.5% | +14.8% | +3.2% |
| 30D | +5.0% | -16.9% | +22.0% | +6.4% |
| 3M | -7.6% | -22.3% | +14.6% | -6.2% |
| 6M | +1.3% | -40.2% | +41.5% | +3.0% |
| YTD | -4.7% | +16.0% | -20.7% | -10.1% |
| 1Y | +9.2% | +17.7% | -8.4% | +1.9% |
| All | +9.2% | +15.5% | -6.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling