+589.9%
HBM vs GFI
+570.5%
+19.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -3.3% | -4.9% | +1.6% | -1.5% |
| 30D | -4.8% | +10.7% | -15.5% | -8.0% |
| 3M | -0.4% | +25.6% | -26.1% | -8.1% |
| 6M | +17.9% | -8.3% | +26.1% | +22.0% |
| YTD | +33.7% | +6.3% | +27.4% | +32.2% |
| 1Y | +95.6% | +22.1% | +73.5% | +84.2% |
| 3Y | +458.1% | +289.2% | +168.9% | +246.3% |
| 5Y | +329.0% | +531.7% | -202.7% | +119.7% |
| 10Y | +588.2% | +1,043.8% | -455.6% | +145.3% |
| All | +589.9% | +570.5% | +19.3% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling