+30.8%
HBAN vs GFS
0.0%
+30.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -1.0% | +3.8% | -4.8% | -1.8% |
| 30D | -5.6% | -11.7% | +6.1% | -3.2% |
| 3M | -1.1% | -41.8% | +40.6% | +9.7% |
| 6M | +9.9% | +6.6% | +3.2% | +3.9% |
| YTD | -0.9% | +34.6% | -35.6% | -12.8% |
| 1Y | -1.4% | +46.2% | -47.6% | -15.4% |
| 3Y | +78.2% | -20.3% | +98.5% | +70.6% |
| All | +30.8% | 0.0% | +30.8% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling