+170.0%
GE vs HWM
+1,494.1%
-1,324.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -1.6% | -2.1% | +0.5% | -0.8% |
| 30D | -11.6% | -11.0% | -0.6% | -6.4% |
| 3M | +3.0% | +4.0% | -1.0% | +0.8% |
| 6M | -0.5% | -0.2% | -0.3% | -0.4% |
| YTD | +9.7% | +26.7% | -16.9% | -2.5% |
| 1Y | +20.0% | +44.7% | -24.7% | -0.1% |
| 3Y | +275.8% | +426.1% | -150.3% | +64.5% |
| 5Y | +429.1% | +738.5% | -309.4% | +83.9% |
| All | +170.0% | +1,494.1% | -1,324.1% | -35.0% |
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