+157.4%
GE vs HWM
+1,599.0%
-1,441.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.1% |
| 7D | +5.4% | -1.8% | +7.1% | +6.2% |
| 30D | +9.6% | -2.7% | +12.3% | +10.7% |
| 3M | -7.7% | -22.7% | +15.0% | +4.0% |
| 6M | +14.0% | -18.9% | +33.0% | +25.4% |
| YTD | +10.2% | +7.1% | +3.1% | +5.6% |
| 1Y | +8.9% | +4.7% | +4.2% | +5.6% |
| 3Y | +273.7% | +345.6% | -71.9% | +76.2% |
| 5Y | +410.2% | +588.3% | -178.1% | +93.6% |
| 10Y | +157.4% | +1,516.2% | -1,358.7% | -32.8% |
| All | +157.4% | +1,599.0% | -1,441.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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