+637.6%
GRMN vs HBM
+622.7%
+15.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +1.1% |
| 7D | -1.8% | -3.7% | +1.9% | -1.3% |
| 30D | -12.1% | -3.7% | -8.4% | -11.8% |
| 3M | +18.0% | +8.0% | +10.0% | +15.6% |
| 6M | +13.7% | +15.8% | -2.1% | +9.4% |
| YTD | +35.3% | +34.4% | +0.9% | +26.3% |
| 1Y | +17.2% | +98.2% | -80.9% | +2.5% |
| 3Y | +179.6% | +476.6% | -297.0% | +99.7% |
| 5Y | +75.6% | +331.1% | -255.5% | +25.9% |
| All | +637.6% | +622.7% | +15.0% | +337.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling