+5.6%
HD vs GME
+0.2%
+5.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -2.1% | +7.2% | -9.3% | -2.2% |
| 30D | -8.4% | +0.8% | -9.2% | -8.4% |
| 3M | +4.3% | -14.0% | +18.3% | +4.7% |
| 6M | -11.1% | -19.7% | +8.6% | -10.7% |
| YTD | -4.7% | -4.6% | -0.1% | -4.6% |
| 1Y | -19.8% | -14.3% | -5.5% | -19.6% |
| All | +5.6% | +0.2% | +5.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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