-17.4%
GIS vs HBM
+47.3%
-64.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +5.5% |
| 7D | +8.5% | -5.8% | +14.3% | +8.0% |
| 30D | +15.3% | -18.5% | +33.8% | +14.1% |
| 3M | +0.9% | -10.3% | +11.2% | +0.5% |
| 6M | +7.9% | +2.1% | +5.8% | +7.4% |
| YTD | -17.6% | +12.0% | -29.6% | -16.8% |
| 1Y | -17.4% | +49.8% | -67.1% | -14.9% |
| All | -17.4% | +47.3% | -64.6% | -14.9% |
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 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