-34.7%
GFS vs HBM
+205.9%
-240.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.7% |
| 7D | -7.8% | -3.6% | -4.2% | -6.7% |
| 30D | -19.7% | -19.2% | -0.5% | -14.3% |
| 3M | -23.1% | -20.5% | -2.6% | -17.9% |
| 6M | -46.4% | -12.8% | -33.5% | -44.5% |
| YTD | +11.0% | +5.4% | +5.6% | +7.3% |
| 1Y | +12.6% | +33.0% | -20.3% | +1.8% |
| 3Y | -24.9% | +357.3% | -382.3% | -54.3% |
| All | -34.7% | +205.9% | -240.6% | -55.9% |
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 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