+159.3%
GE vs HWM
+1,166.3%
-1,007.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.4% |
| 7D | +7.1% | +3.4% | +3.7% | +5.1% |
| 30D | +6.5% | -7.5% | +14.0% | +10.3% |
| 3M | -13.6% | -28.9% | +15.3% | +1.5% |
| 6M | +6.0% | -19.6% | +25.6% | +16.8% |
| YTD | +5.4% | +0.6% | +4.8% | +4.2% |
| 1Y | +6.5% | +0.3% | +6.1% | +5.5% |
| 3Y | +268.6% | +326.1% | -57.5% | +78.1% |
| 5Y | +389.0% | +525.2% | -136.1% | +94.9% |
| 10Y | +163.3% | +1,492.9% | -1,329.6% | -30.5% |
| All | +159.3% | +1,166.3% | -1,007.0% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling