+991.5%
HD vs GME
+1,082.6%
-91.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -2.1% | +7.2% | -9.3% | -2.5% |
| 30D | -8.4% | +0.8% | -9.2% | -8.5% |
| 3M | +4.3% | -14.0% | +18.3% | +5.2% |
| 6M | -11.1% | -19.7% | +8.6% | -10.1% |
| YTD | -4.7% | -4.6% | -0.1% | -4.7% |
| 1Y | -19.8% | -14.3% | -5.5% | -19.4% |
| 3Y | +4.1% | +4.0% | +0.1% | -4.8% |
| 5Y | +10.3% | -62.2% | +72.5% | +3.3% |
| 10Y | +203.2% | +241.4% | -38.2% | +22.9% |
| All | +991.5% | +1,082.6% | -91.2% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling