+13.3%
GDDY vs HBM
+17.3%
-4.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.7% |
| 7D | -3.2% | -3.3% | +0.1% | -3.6% |
| 30D | +6.8% | -4.8% | +11.6% | +6.4% |
| 3M | +30.5% | -0.4% | +30.9% | +32.6% |
| 6M | +13.3% | +17.9% | -4.6% | +18.7% |
| All | +13.3% | +17.3% | -4.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 6mo: compounded portfolio wealth divided by compounded HBM 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…
6mo analysis · Full analysis span regression · 6 months rolling