+155.3%
HBAN vs GWRE
+131.0%
+24.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -1.0% | -13.2% | +12.2% | +1.7% |
| 30D | -5.6% | -18.6% | +13.0% | -2.6% |
| 3M | -1.1% | +18.9% | -20.0% | -6.6% |
| 6M | +9.9% | -11.0% | +20.8% | +8.8% |
| YTD | -0.9% | -29.9% | +28.9% | +3.3% |
| 1Y | -1.4% | -44.3% | +42.9% | +8.9% |
| 3Y | +78.2% | +51.7% | +26.5% | +43.8% |
| 5Y | +37.0% | +15.4% | +21.6% | +17.1% |
| All | +155.3% | +131.0% | +24.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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