+6,103.3%
GWW vs HIG
+989.6%
+5,113.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -3.1% | -2.3% | -0.9% | -2.7% |
| 30D | -2.3% | -1.2% | -1.1% | -2.1% |
| 3M | -3.3% | +6.3% | -9.6% | -4.5% |
| 6M | +15.4% | +0.6% | +14.8% | +15.1% |
| YTD | +26.7% | +0.6% | +26.1% | +26.4% |
| 1Y | +29.0% | +6.1% | +22.9% | +27.3% |
| 3Y | +89.0% | +102.0% | -13.0% | +65.8% |
| 5Y | +221.8% | +119.2% | +102.6% | +177.6% |
| 10Y | +562.7% | +312.5% | +250.2% | +403.1% |
| All | +6,103.3% | +989.6% | +5,113.8% | +2,770.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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