+527.4%
HBM vs GGLL
+247.9%
+279.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +7.4% | +1.9% | +5.5% | +6.8% |
| 30D | +5.1% | -9.7% | +14.8% | +7.7% |
| 3M | +11.1% | -18.0% | +29.1% | +15.3% |
| 6M | +30.2% | +15.3% | +15.0% | +22.0% |
| YTD | +46.2% | +2.2% | +44.0% | +40.2% |
| 1Y | +120.0% | +73.1% | +47.0% | +81.5% |
| 3Y | +527.4% | +242.7% | +284.7% | +321.3% |
| All | +527.4% | +247.9% | +279.5% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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