+734.5%
HBAN vs GPC
+2,081.1%
-1,346.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +2.3% | +0.4% | +1.8% | +2.0% |
| 30D | +4.8% | -6.3% | +11.1% | +8.9% |
| 3M | -10.1% | -8.2% | -1.9% | -5.6% |
| 6M | +5.0% | +27.1% | -22.1% | -12.7% |
| YTD | -6.1% | +3.1% | -9.3% | -12.5% |
| 1Y | +4.6% | +0.1% | +4.5% | -0.6% |
| 3Y | +74.9% | +0.2% | +74.7% | +57.0% |
| 5Y | +21.4% | +4.9% | +16.6% | +3.4% |
| 10Y | +105.3% | +75.2% | +30.1% | +17.6% |
| All | +734.5% | +2,081.1% | -1,346.6% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling