+7.4%
HAL vs GME
+255.4%
-248.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.7% |
| 7D | -1.3% | +4.8% | -6.2% | -1.5% |
| 30D | +10.9% | +5.9% | +5.0% | +10.6% |
| 3M | -5.8% | -10.7% | +4.9% | -5.5% |
| 6M | +8.1% | -19.8% | +27.9% | +8.9% |
| YTD | +33.2% | -0.9% | +34.1% | +33.0% |
| 1Y | +74.2% | -15.7% | +89.9% | +74.9% |
| 3Y | -3.7% | +12.3% | -16.0% | -9.2% |
| 5Y | +111.9% | -60.1% | +171.9% | +103.2% |
| 10Y | +7.4% | +265.3% | -257.9% | -47.9% |
| All | +7.4% | +255.4% | -248.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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