-4.5%
HAL vs GME
+4.1%
-8.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +0.5% | +0.4% | 0.0% | +0.5% |
| 30D | +15.9% | -1.4% | +17.3% | +16.0% |
| 3M | -8.7% | -15.1% | +6.4% | -8.4% |
| 6M | +9.0% | -22.5% | +31.5% | +9.6% |
| YTD | +32.0% | -5.9% | +37.9% | +32.0% |
| 1Y | +72.5% | -18.6% | +91.1% | +73.0% |
| 3Y | -4.5% | +6.7% | -11.2% | -4.8% |
| All | -4.5% | +4.1% | -8.6% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling