+327.5%
GME vs HBM
+654.4%
-326.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.5% |
| 7D | +0.4% | +7.4% | -6.9% | -0.9% |
| 30D | -1.4% | +5.1% | -6.5% | -2.5% |
| 3M | -15.1% | +11.1% | -26.3% | -17.7% |
| 6M | -22.5% | +30.2% | -52.7% | -27.9% |
| YTD | -5.9% | +46.2% | -52.1% | -15.4% |
| 1Y | -18.6% | +120.0% | -138.7% | -32.7% |
| 3Y | +6.7% | +527.4% | -520.8% | -28.3% |
| 5Y | -62.0% | +400.4% | -462.4% | -74.1% |
| 10Y | +239.5% | +621.5% | -382.1% | +90.0% |
| All | +327.5% | +654.4% | -326.9% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling