+390.3%
GDDY vs HBM
+232.1%
+158.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -3.2% | -3.3% | +0.1% | -3.0% |
| 30D | +6.8% | -4.8% | +11.6% | +7.0% |
| 3M | +30.5% | -0.4% | +30.9% | +29.1% |
| 6M | +13.3% | +17.9% | -4.6% | +8.2% |
| YTD | -21.0% | +33.7% | -54.7% | -26.6% |
| 1Y | -34.0% | +95.6% | -129.6% | -42.4% |
| 3Y | +33.1% | +458.1% | -425.1% | -4.5% |
| 5Y | +30.3% | +329.0% | -298.7% | -6.5% |
| 10Y | +205.5% | +588.2% | -382.7% | +75.9% |
| All | +390.3% | +232.1% | +158.2% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling