+225.5%
GWW vs HBM
+327.6%
-102.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -3.4% | -3.3% | -0.1% | -3.1% |
| 30D | -1.9% | -4.8% | +2.9% | -1.7% |
| 3M | -2.4% | -0.4% | -2.0% | -2.8% |
| 6M | +15.7% | +17.9% | -2.2% | +12.6% |
| YTD | +27.6% | +33.7% | -6.1% | +22.3% |
| 1Y | +27.2% | +95.6% | -68.4% | +17.1% |
| 3Y | +89.7% | +458.1% | -368.5% | +52.5% |
| All | +225.5% | +327.6% | -102.1% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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