-30.1%
GFS vs HBM
+194.0%
-224.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | +7.4% | +2.2% | +5.1% | +6.6% |
| 30D | -15.3% | -11.8% | -3.5% | -11.8% |
| 3M | -21.1% | -19.2% | -1.9% | -16.1% |
| 6M | -44.5% | -22.9% | -21.6% | -40.6% |
| YTD | +19.2% | +7.8% | +11.4% | +14.3% |
| 1Y | +27.2% | +34.9% | -7.7% | +14.4% |
| 3Y | -20.1% | +422.2% | -442.3% | -53.2% |
| All | -30.1% | +194.0% | -224.2% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling