-51.0%
GME vs HBM
+197.3%
-248.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.7% |
| 7D | +6.0% | +5.1% | +0.9% | +4.4% |
| 30D | -5.9% | -15.8% | +9.9% | -1.5% |
| 3M | +38.2% | -22.4% | +60.6% | +47.0% |
| 6M | +14.5% | -20.2% | +34.8% | +17.5% |
| YTD | +27.6% | +9.0% | +18.6% | +13.2% |
| 1Y | +19.9% | +27.4% | -7.4% | 0.0% |
| 3Y | +104.3% | +424.2% | -319.9% | -4.0% |
| All | -51.0% | +197.3% | -248.3% | -70.9% |
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