+118.2%
HBAN vs GME
+1,127.7%
-1,009.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.2% |
| 7D | -1.5% | +4.8% | -6.3% | -1.9% |
| 30D | -5.5% | +5.9% | -11.4% | -6.0% |
| 3M | -0.2% | -10.7% | +10.5% | +0.5% |
| 6M | +5.2% | -19.8% | +25.0% | +6.7% |
| YTD | -2.3% | -0.9% | -1.4% | -2.6% |
| 1Y | -2.2% | -15.7% | +13.5% | -1.4% |
| 3Y | +73.8% | +12.3% | +61.5% | +53.6% |
| 5Y | +35.2% | -60.1% | +95.3% | +23.6% |
| 10Y | +155.4% | +265.3% | -109.9% | -16.4% |
| All | +118.2% | +1,127.7% | -1,009.5% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling