+66.7%
HDB vs GME
+475.1%
-408.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.7% | +2.9% | -0.2% | +2.7% |
| 30D | +14.1% | -4.8% | +18.9% | +14.3% |
| 3M | +11.8% | +39.2% | -27.4% | +11.0% |
| 6M | +8.2% | +17.1% | -8.9% | +7.7% |
| YTD | -29.3% | +28.7% | -58.0% | -29.8% |
| 1Y | -28.8% | +23.3% | -52.1% | -29.2% |
| 3Y | -7.5% | +112.9% | -120.4% | -11.2% |
| 5Y | -23.1% | -48.8% | +25.8% | -25.2% |
| All | +66.7% | +475.1% | -408.4% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling