+23.2%
GH vs HBM
+336.0%
-312.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.5% | +5.2% | -0.1% |
| 7D | -1.2% | -3.7% | +2.5% | -0.3% |
| 30D | -3.7% | -3.7% | 0.0% | -3.0% |
| 3M | +21.7% | +8.0% | +13.7% | +17.0% |
| 6M | +75.7% | +15.8% | +60.0% | +63.2% |
| YTD | +55.7% | +34.4% | +21.3% | +35.6% |
| 1Y | +181.1% | +98.2% | +83.0% | +113.0% |
| 3Y | +371.6% | +476.6% | -105.0% | +135.1% |
| 5Y | +23.2% | +331.1% | -307.9% | -28.9% |
| All | +23.2% | +336.0% | -312.8% | -28.9% |
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