+332.5%
HBM vs GAP
+8.7%
+323.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.1% |
| 7D | -3.3% | -4.1% | +0.8% | -2.5% |
| 30D | -4.8% | +6.2% | -11.0% | -6.4% |
| 3M | -0.4% | -0.7% | +0.3% | -0.9% |
| 6M | +17.9% | -7.1% | +25.0% | +18.3% |
| YTD | +33.7% | -14.1% | +47.8% | +35.5% |
| 1Y | +95.6% | -8.5% | +104.1% | +94.8% |
| 3Y | +458.1% | +115.4% | +342.8% | +328.3% |
| All | +332.5% | +8.7% | +323.7% | +226.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling