+138.4%
HLT vs GME
-56.3%
+194.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.2% |
| 7D | -1.6% | +10.4% | -12.0% | -2.1% |
| 30D | -5.0% | +14.1% | -19.1% | -5.7% |
| 3M | -10.4% | -4.6% | -5.7% | -10.2% |
| 6M | +3.2% | -13.5% | +16.8% | +3.9% |
| YTD | +6.7% | +5.3% | +1.4% | +6.2% |
| 1Y | +10.3% | -14.9% | +25.2% | +10.8% |
| 3Y | +99.3% | +24.3% | +75.1% | +77.7% |
| All | +138.4% | -56.3% | +194.8% | +130.2% |
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 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