+147.7%
GIS vs HBM
+613.3%
-465.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.5% |
| 7D | -7.8% | -6.4% | -1.5% | -7.7% |
| 30D | +6.6% | +5.9% | +0.7% | +6.4% |
| 3M | +21.0% | -8.9% | +29.9% | +21.1% |
| 6M | -9.1% | +10.7% | -19.7% | -9.5% |
| YTD | -13.6% | +38.3% | -51.9% | -14.5% |
| 1Y | -18.0% | +121.3% | -139.4% | -19.9% |
| 3Y | -33.7% | +450.6% | -484.2% | -37.1% |
| 5Y | -19.4% | +338.0% | -357.4% | -23.9% |
| 10Y | -21.3% | +578.6% | -599.9% | -29.7% |
| All | +147.7% | +613.3% | -465.6% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling