+458.1%
HBM vs GAP
+109.5%
+348.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.0% |
| 7D | -3.3% | -4.1% | +0.8% | -2.6% |
| 30D | -4.8% | +6.2% | -11.0% | -6.1% |
| 3M | -0.4% | -0.7% | +0.3% | -0.8% |
| 6M | +17.9% | -7.1% | +25.0% | +18.3% |
| YTD | +33.7% | -14.1% | +47.8% | +35.2% |
| 1Y | +95.6% | -8.5% | +104.1% | +95.0% |
| 3Y | +458.1% | +115.4% | +342.8% | +379.4% |
| All | +458.1% | +109.5% | +348.7% | +379.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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