+641.2%
HAL vs GME
+1,082.6%
-441.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +2.9% | +7.2% | -4.3% | +2.4% |
| 30D | +17.0% | +0.8% | +16.3% | +16.9% |
| 3M | -9.7% | -14.0% | +4.3% | -8.7% |
| 6M | +8.6% | -19.7% | +28.4% | +10.2% |
| YTD | +33.0% | -4.6% | +37.6% | +32.9% |
| 1Y | +68.3% | -14.3% | +82.7% | +69.5% |
| 3Y | +0.1% | +4.0% | -3.9% | -11.0% |
| 5Y | +102.6% | -62.2% | +164.8% | +85.6% |
| 10Y | +3.8% | +241.4% | -237.5% | -66.8% |
| All | +641.2% | +1,082.6% | -441.5% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling