-25.2%
GIS vs HBM
+336.0%
-361.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.5% | +4.5% | -3.2% |
| 7D | -8.4% | -3.7% | -4.7% | -8.5% |
| 30D | -5.2% | -3.7% | -1.5% | -5.2% |
| 3M | +8.2% | +8.0% | +0.2% | +8.5% |
| 6M | -12.0% | +15.8% | -27.8% | -11.8% |
| YTD | -18.9% | +34.4% | -53.2% | -18.5% |
| 1Y | -23.6% | +98.2% | -121.8% | -23.1% |
| 3Y | -37.6% | +476.6% | -514.2% | -37.7% |
| 5Y | -25.2% | +331.1% | -356.3% | -25.0% |
| All | -25.2% | +336.0% | -361.2% | -25.0% |
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