+1,094.3%
HD vs GME
+1,477.0%
-382.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | +20.9% | -6.2% | +27.1% | +21.3% |
| 3M | -0.2% | +35.8% | -35.9% | -2.1% |
| 6M | +14.5% | +10.3% | +4.2% | +13.6% |
| YTD | +4.3% | +27.2% | -22.9% | +2.4% |
| 1Y | -3.5% | +19.1% | -22.6% | -4.9% |
| 3Y | +30.1% | +103.7% | -73.6% | +13.9% |
| 5Y | +8.5% | -50.0% | +58.5% | -0.1% |
| 10Y | +245.3% | +471.4% | -226.2% | +30.1% |
| All | +1,094.3% | +1,477.0% | -382.7% | +204.9% |
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