+654.4%
HBM vs GPC
+597.8%
+56.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.9% | +8.7% | +7.7% |
| 7D | +7.4% | +0.2% | +7.2% | +7.0% |
| 30D | +5.1% | -0.4% | +5.4% | +5.0% |
| 3M | +11.1% | +39.2% | -28.1% | -14.3% |
| 6M | +30.2% | +18.2% | +12.0% | +12.5% |
| YTD | +46.2% | +12.1% | +34.1% | +28.8% |
| 1Y | +120.0% | -0.7% | +120.7% | +110.4% |
| 3Y | +527.4% | -1.7% | +529.1% | +460.1% |
| 5Y | +400.4% | +29.3% | +371.1% | +249.9% |
| 10Y | +621.5% | +80.7% | +540.8% | +266.4% |
| All | +654.4% | +597.8% | +56.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling