+29.0%
HBAN vs GFS
-2.1%
+31.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -1.5% | +4.5% | -6.0% | -2.4% |
| 30D | -5.5% | -8.2% | +2.7% | -3.9% |
| 3M | -0.2% | -38.9% | +38.6% | +9.4% |
| 6M | +5.2% | -2.9% | +8.0% | +1.6% |
| YTD | -2.3% | +31.8% | -34.1% | -13.6% |
| 1Y | -2.2% | +43.1% | -45.3% | -15.7% |
| 3Y | +73.8% | -20.6% | +94.5% | +66.5% |
| All | +29.0% | -2.1% | +31.1% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling