+332.5%
HBM vs GPC
+29.4%
+303.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.1% |
| 30D | -4.8% | +0.5% | -5.3% | -5.2% |
| 3M | -0.4% | +31.7% | -32.2% | -12.7% |
| 6M | +17.9% | +24.7% | -6.8% | +5.8% |
| YTD | +33.7% | +11.8% | +21.9% | +24.3% |
| 1Y | +95.6% | -3.0% | +98.6% | +93.5% |
| 3Y | +458.1% | -1.1% | +459.2% | +422.5% |
| All | +332.5% | +29.4% | +303.1% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling