-21.1%
GIS vs HBM
+619.2%
-640.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -6.4% | -3.3% | -3.1% | -6.4% |
| 30D | -6.1% | -4.8% | -1.3% | -6.1% |
| 3M | +7.8% | -0.4% | +8.3% | +7.9% |
| 6M | -8.8% | +17.9% | -26.7% | -8.9% |
| YTD | -19.1% | +33.7% | -52.8% | -19.3% |
| 1Y | -24.8% | +95.6% | -120.4% | -25.1% |
| 3Y | -37.6% | +458.1% | -495.7% | -38.8% |
| 5Y | -25.4% | +329.0% | -354.4% | -26.9% |
| All | -21.1% | +619.2% | -640.2% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling