+7.4%
HD vs GWW
+222.6%
-215.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.1% |
| 7D | -1.2% | -1.5% | +0.4% | -0.5% |
| 30D | -11.1% | +1.1% | -12.2% | -11.7% |
| 3M | +2.0% | -1.0% | +3.0% | +2.2% |
| 6M | -10.5% | +16.3% | -26.8% | -16.9% |
| YTD | -6.9% | +28.5% | -35.4% | -17.8% |
| 1Y | -23.2% | +30.3% | -53.5% | -32.7% |
| 3Y | +3.1% | +91.6% | -88.5% | -27.2% |
| 5Y | +7.4% | +224.0% | -216.6% | -40.6% |
| All | +7.4% | +222.6% | -215.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling