-14.9%
GME vs HBM
+97.2%
-112.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.7% |
| 7D | +10.4% | -3.3% | +13.7% | +10.4% |
| 30D | +14.1% | -4.8% | +18.9% | +14.2% |
| 3M | -4.6% | -0.4% | -4.2% | -4.9% |
| 6M | -13.5% | +17.9% | -31.4% | -16.0% |
| YTD | +5.3% | +33.7% | -28.4% | -2.1% |
| 1Y | -14.9% | +95.6% | -110.5% | -26.2% |
| All | -14.9% | +97.2% | -112.1% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling