+649.7%
HBM vs GAP
+209.9%
+439.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | +0.8% |
| 7D | +5.5% | -3.2% | +8.7% | +6.5% |
| 30D | +3.3% | -0.7% | +4.0% | +2.8% |
| 3M | +12.7% | -0.5% | +13.1% | +11.6% |
| 6M | +28.2% | -5.0% | +33.2% | +27.6% |
| YTD | +45.3% | -14.7% | +60.0% | +48.2% |
| 1Y | +121.7% | -8.6% | +130.3% | +119.7% |
| 3Y | +523.5% | +108.4% | +415.2% | +316.9% |
| 5Y | +393.9% | +5.8% | +388.1% | +281.9% |
| 10Y | +647.9% | +29.6% | +618.2% | +328.6% |
| All | +649.7% | +209.9% | +439.8% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling