+290.5%
GME vs HRB
+209.1%
+81.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +10.4% | -8.0% | +18.4% | +13.4% |
| 30D | +14.1% | -16.0% | +30.0% | +20.5% |
| 3M | -4.6% | +26.9% | -31.5% | -13.5% |
| 6M | -13.5% | +51.1% | -64.7% | -28.0% |
| YTD | +5.3% | +7.1% | -1.7% | -0.6% |
| 1Y | -14.9% | -9.6% | -5.3% | -14.5% |
| 3Y | +24.3% | +25.4% | -1.1% | +2.3% |
| 5Y | -55.6% | +114.9% | -170.5% | -72.5% |
| All | +290.5% | +209.1% | +81.3% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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