+10.3%
GLXY vs HBM
+251.3%
-241.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.7% |
| 7D | +4.5% | +5.5% | -1.0% | +1.9% |
| 30D | +28.8% | +3.3% | +25.6% | +27.1% |
| 3M | -23.0% | +12.7% | -35.7% | -27.8% |
| 6M | +17.0% | +28.2% | -11.2% | +3.5% |
| YTD | +12.5% | +45.3% | -32.8% | -6.3% |
| 1Y | -5.4% | +121.7% | -127.1% | -30.1% |
| All | +10.3% | +251.3% | -241.0% | -28.5% |
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 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