+28.7%
HBAN vs GTLB
-49.8%
+78.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | -1.9% | -4.1% | +2.1% | -1.5% |
| 30D | -5.9% | +12.3% | -18.2% | -7.1% |
| 3M | +0.2% | +65.9% | -65.7% | -5.3% |
| 6M | +6.6% | +104.0% | -97.3% | -2.2% |
| YTD | -1.7% | +26.0% | -27.7% | -5.4% |
| 1Y | -1.7% | -3.5% | +1.8% | -2.9% |
| 3Y | +74.9% | -9.6% | +84.5% | +69.1% |
| All | +28.7% | -49.8% | +78.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling