+18.6%
GLXY vs HBM
+253.5%
-234.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.0% | -0.1% |
| 7D | +15.5% | +7.4% | +8.1% | +11.5% |
| 30D | +34.1% | +5.1% | +29.0% | +31.2% |
| 3M | -11.3% | +11.1% | -22.5% | -16.5% |
| 6M | +31.6% | +30.2% | +1.4% | +15.7% |
| YTD | +21.0% | +46.2% | -25.2% | +0.5% |
| 1Y | +11.7% | +120.0% | -108.4% | -17.6% |
| All | +18.6% | +253.5% | -234.9% | -23.3% |
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