+609.3%
HBM vs GGLL
+309.0%
+300.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.5% |
| 7D | +5.5% | -3.9% | +9.4% | +6.5% |
| 30D | +3.3% | -15.4% | +18.6% | +7.3% |
| 3M | +12.7% | -21.9% | +34.6% | +17.9% |
| 6M | +28.2% | +4.5% | +23.7% | +23.8% |
| YTD | +45.3% | -2.4% | +47.7% | +41.6% |
| 1Y | +121.7% | +57.8% | +63.9% | +90.7% |
| 3Y | +523.5% | +227.2% | +296.3% | +331.1% |
| All | +609.3% | +309.0% | +300.3% | +374.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling