+27.9%
HBAN vs GTLB
-50.8%
+78.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.6% |
| 7D | -1.5% | -6.6% | +5.1% | -0.8% |
| 30D | -5.5% | +13.7% | -19.3% | -6.9% |
| 3M | -0.2% | +52.9% | -53.1% | -5.0% |
| 6M | +5.2% | +88.5% | -83.3% | -2.8% |
| YTD | -2.3% | +23.4% | -25.7% | -5.8% |
| 1Y | -2.2% | -3.8% | +1.6% | -3.4% |
| 3Y | +73.8% | -11.5% | +85.3% | +68.5% |
| All | +27.9% | -50.8% | +78.7% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling