+222.5%
GWW vs HBM
+194.0%
+28.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +3.6% | +2.2% | +1.3% | +3.3% |
| 30D | +12.1% | -11.8% | +23.9% | +13.1% |
| 3M | +12.9% | -19.2% | +32.1% | +14.5% |
| 6M | +19.3% | -22.9% | +42.2% | +20.7% |
| YTD | +48.7% | +7.8% | +40.9% | +44.6% |
| 1Y | +60.5% | +34.9% | +25.6% | +52.7% |
| 3Y | +93.3% | +422.2% | -328.9% | +54.8% |
| All | +222.5% | +194.0% | +28.5% | +161.7% |
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