+245.3%
HD vs GWW
+653.9%
-408.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | +20.9% | +14.0% | +6.9% | +14.4% |
| 3M | -0.2% | +14.4% | -14.5% | -5.8% |
| 6M | +14.5% | +21.7% | -7.2% | +4.9% |
| YTD | +4.3% | +48.4% | -44.1% | -12.7% |
| 1Y | -3.5% | +58.4% | -61.9% | -21.4% |
| 3Y | +30.1% | +92.3% | -62.2% | -4.1% |
| 5Y | +8.5% | +221.8% | -213.3% | -36.8% |
| 10Y | +245.3% | +657.6% | -412.3% | +56.3% |
| All | +245.3% | +653.9% | -408.7% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling