-23.1%
HD vs GWW
+29.4%
-52.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -10.8% | -1.4% | -9.4% | -10.4% |
| 3M | -2.7% | -3.6% | +1.0% | -1.7% |
| 6M | -10.3% | +15.1% | -25.4% | -16.3% |
| YTD | -7.8% | +27.5% | -35.3% | -18.7% |
| 1Y | -23.1% | +29.6% | -52.7% | -34.0% |
| All | -23.1% | +29.4% | -52.5% | -34.0% |
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