-18.0%
GIS vs HBM
+123.0%
-141.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.5% |
| 7D | -7.8% | -6.4% | -1.5% | -8.2% |
| 30D | +6.6% | +5.9% | +0.7% | +7.0% |
| 3M | +21.0% | -8.9% | +29.9% | +21.6% |
| 6M | -9.1% | +10.7% | -19.7% | -8.5% |
| YTD | -13.6% | +38.3% | -51.9% | -10.5% |
| 1Y | -18.0% | +121.3% | -139.4% | -11.5% |
| All | -18.0% | +123.0% | -141.0% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling