+256.9%
HL vs GME
+285.6%
-28.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.4% |
| 7D | -4.4% | +10.4% | -14.7% | -4.8% |
| 30D | +9.3% | +14.1% | -4.8% | +8.7% |
| 3M | +32.0% | -4.6% | +36.6% | +32.2% |
| 6M | -6.4% | -13.5% | +7.1% | -6.0% |
| YTD | +3.1% | +5.3% | -2.2% | +2.7% |
| 1Y | +77.6% | -14.9% | +92.5% | +78.3% |
| 3Y | +392.8% | +24.3% | +368.6% | +366.9% |
| 5Y | +234.1% | -55.6% | +289.7% | +221.3% |
| All | +256.9% | +285.6% | -28.7% | +141.2% |
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