-2.7%
GFS vs HBM
+315.7%
-318.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.9% |
| 7D | +2.6% | +7.3% | -4.7% | +0.5% |
| 30D | -16.4% | +5.0% | -21.4% | -17.8% |
| 3M | -41.6% | +11.1% | -52.7% | -43.8% |
| 6M | -3.7% | +30.2% | -33.9% | -11.9% |
| YTD | +29.3% | +46.2% | -16.9% | +13.7% |
| 1Y | +37.1% | +120.0% | -82.9% | +7.1% |
| 3Y | -22.1% | +527.3% | -549.4% | -56.2% |
| All | -2.7% | +315.7% | -318.4% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling