+461.3%
GME vs HBM
+281.1%
+180.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | -4.8% | -11.8% | +7.0% | -2.4% |
| 3M | +39.2% | -19.2% | +58.4% | +44.6% |
| 6M | +17.1% | -22.9% | +40.0% | +20.6% |
| YTD | +28.7% | +7.8% | +20.9% | +19.9% |
| 1Y | +23.3% | +34.9% | -11.6% | +8.6% |
| 3Y | +112.9% | +422.2% | -309.3% | +34.4% |
| 5Y | -48.8% | +192.8% | -241.7% | -65.1% |
| All | +461.3% | +281.1% | +180.2% | +185.0% |
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 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