-4.6%
HD vs GWW
+55.5%
-60.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.5% | 0.0% | +3.8% |
| 7D | +11.9% | +11.1% | +0.8% | +7.4% |
| 30D | +26.4% | +15.7% | +10.7% | +19.5% |
| 3M | +2.8% | +14.8% | -11.9% | -2.5% |
| 6M | +15.5% | +30.9% | -15.5% | +2.3% |
| YTD | +5.5% | +48.5% | -42.9% | -14.3% |
| 1Y | -4.6% | +57.1% | -61.7% | -26.5% |
| All | -4.6% | +55.5% | -60.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling