-58.4%
GME vs HBM
+327.6%
-386.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +10.4% | -3.3% | +13.7% | +11.2% |
| 30D | +14.1% | -4.8% | +18.9% | +15.0% |
| 3M | -4.6% | -0.4% | -4.2% | -6.5% |
| 6M | -13.5% | +17.9% | -31.4% | -21.8% |
| YTD | +5.3% | +33.7% | -28.4% | -11.4% |
| 1Y | -14.9% | +95.6% | -110.5% | -38.8% |
| 3Y | +24.3% | +458.1% | -433.9% | -42.1% |
| All | -58.4% | +327.6% | -386.0% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling