+162.4%
GE vs HWM
+1,636.6%
-1,474.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +1.3% |
| 7D | +6.3% | +1.6% | +4.7% | +5.2% |
| 30D | +8.9% | -3.9% | +12.8% | +10.6% |
| 3M | -9.2% | -23.2% | +14.0% | +2.7% |
| 6M | +13.2% | -20.0% | +33.2% | +25.3% |
| YTD | +9.4% | +5.7% | +3.7% | +5.5% |
| 1Y | +9.8% | +4.9% | +4.9% | +6.4% |
| 3Y | +278.2% | +347.0% | -68.8% | +78.1% |
| 5Y | +396.0% | +563.0% | -167.0% | +91.5% |
| 10Y | +162.4% | +1,579.2% | -1,416.8% | -33.3% |
| All | +162.4% | +1,636.6% | -1,474.3% | -33.3% |
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