+411.8%
GE vs HWM
+591.3%
-179.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +2.7% | +7.3% | -4.6% | -1.6% |
| 30D | +8.1% | +1.6% | +6.5% | +6.5% |
| 3M | -7.9% | -21.9% | +14.0% | +5.5% |
| 6M | +12.9% | -19.0% | +31.9% | +26.3% |
| YTD | +8.2% | +7.9% | +0.2% | +1.9% |
| 1Y | +9.7% | +9.9% | -0.3% | +2.2% |
| 3Y | +266.1% | +342.1% | -76.0% | +46.5% |
| All | +411.8% | +591.3% | -179.5% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling