+238.2%
HL vs GME
-58.9%
+297.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -4.2% |
| 7D | -5.6% | +6.0% | -11.6% | -6.1% |
| 30D | +12.7% | +8.3% | +4.4% | +12.0% |
| 3M | +42.5% | -9.1% | +51.6% | +43.4% |
| 6M | -9.0% | -16.3% | +7.3% | -7.9% |
| YTD | +4.4% | +1.5% | +2.8% | +3.8% |
| 1Y | +82.7% | -16.3% | +99.0% | +84.4% |
| 3Y | +406.3% | +15.1% | +391.2% | +349.7% |
| 5Y | +238.2% | -57.2% | +295.3% | +208.5% |
| All | +238.2% | -58.9% | +297.1% | +208.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling