+635.0%
HLT vs GME
+150.9%
+484.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.3% |
| 7D | -2.6% | +6.0% | -8.6% | -2.8% |
| 30D | -2.6% | +8.3% | -11.0% | -2.9% |
| 3M | -9.4% | -9.1% | -0.4% | -9.2% |
| 6M | +2.7% | -16.3% | +19.1% | +3.2% |
| YTD | +6.8% | +1.5% | +5.2% | +6.5% |
| 1Y | +12.4% | -16.3% | +28.7% | +12.8% |
| 3Y | +100.2% | +15.1% | +85.0% | +90.7% |
| 5Y | +143.7% | -57.2% | +200.9% | +134.8% |
| 10Y | +584.9% | +274.5% | +310.4% | +317.3% |
| All | +635.0% | +150.9% | +484.2% | +357.5% |
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 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