-36.4%
GLXY vs HBM
+177.8%
-214.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.0% | -2.8% | +1.4% |
| 7D | -0.5% | +5.0% | -5.6% | -3.6% |
| 30D | -28.6% | -12.7% | -15.9% | -23.0% |
| 3M | -28.1% | -17.4% | -10.6% | -20.1% |
| 6M | -52.0% | -8.9% | -43.1% | -49.5% |
| YTD | -35.1% | +14.9% | -50.0% | -38.8% |
| 1Y | -54.0% | +41.4% | -95.4% | -60.2% |
| All | -36.4% | +177.8% | -214.2% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling