+78.2%
HBAN vs GME
+18.5%
+59.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.7% |
| 7D | -1.0% | +10.4% | -11.4% | -1.3% |
| 30D | -5.6% | +14.1% | -19.7% | -6.0% |
| 3M | -1.1% | -4.6% | +3.5% | -1.0% |
| 6M | +9.9% | -13.5% | +23.4% | +10.3% |
| YTD | -0.9% | +5.3% | -6.3% | -1.2% |
| 1Y | -1.4% | -14.9% | +13.5% | -1.1% |
| 3Y | +78.2% | +24.3% | +53.9% | +71.4% |
| All | +78.2% | +18.5% | +59.7% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling