+506.5%
HBM vs GPC
-1.1%
+507.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +5.5% | -0.6% | +6.1% | +5.6% |
| 30D | +3.3% | +1.3% | +2.0% | +2.8% |
| 3M | +12.7% | +37.1% | -24.5% | +1.9% |
| 6M | +28.2% | +23.2% | +5.0% | +19.3% |
| YTD | +45.3% | +13.1% | +32.2% | +37.7% |
| 1Y | +121.7% | +0.9% | +120.8% | +116.7% |
| All | +506.5% | -1.1% | +507.6% | +465.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling