+153.3%
HBAN vs GPC
+87.0%
+66.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -1.9% | -1.8% | -0.2% | -1.0% |
| 30D | -5.9% | +0.1% | -5.9% | -6.0% |
| 3M | +0.2% | +37.4% | -37.1% | -17.9% |
| 6M | +6.6% | +25.4% | -18.8% | -8.2% |
| YTD | -1.7% | +12.2% | -13.9% | -11.4% |
| 1Y | -1.7% | -0.3% | -1.4% | -5.0% |
| 3Y | +74.9% | -1.6% | +76.5% | +61.3% |
| 5Y | +36.0% | +31.0% | +5.0% | +1.0% |
| All | +153.3% | +87.0% | +66.3% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling