-19.9%
GFS vs HBM
+478.3%
-498.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.8% |
| 7D | +1.0% | -6.4% | +7.4% | +3.1% |
| 30D | -8.6% | +5.9% | -14.5% | -10.4% |
| 3M | -46.5% | -8.9% | -37.6% | -45.5% |
| 6M | -4.8% | +10.7% | -15.5% | -9.4% |
| YTD | +29.7% | +38.3% | -8.6% | +14.9% |
| 1Y | +35.8% | +121.3% | -85.5% | +4.2% |
| All | -19.9% | +478.3% | -498.3% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling