+31.7%
HBM vs GFI
+5.1%
+26.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.9% | -10.3% | -9.4% |
| 7D | -11.9% | +7.7% | -19.6% | -16.6% |
| 30D | -23.6% | +4.6% | -28.2% | -26.2% |
| 3M | -20.5% | +3.8% | -24.3% | -24.2% |
| 6M | -7.9% | -7.3% | -0.5% | -5.6% |
| YTD | +3.8% | -8.8% | +12.6% | +8.6% |
| 1Y | +31.7% | +4.3% | +27.4% | +24.1% |
| All | +31.7% | +5.1% | +26.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling