+31,139.8%
HD vs GWW
+14,492.5%
+16,647.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -2.1% | +1.4% | -3.4% | -2.7% |
| 30D | -8.4% | +3.3% | -11.7% | -9.8% |
| 3M | +4.3% | +2.9% | +1.4% | +2.7% |
| 6M | -11.1% | +15.8% | -26.9% | -17.2% |
| YTD | -4.7% | +32.0% | -36.7% | -16.5% |
| 1Y | -19.8% | +29.9% | -49.7% | -29.4% |
| 3Y | +4.1% | +91.1% | -87.0% | -24.2% |
| 5Y | +10.3% | +223.9% | -213.6% | -37.6% |
| 10Y | +203.2% | +567.0% | -363.9% | +16.6% |
| All | +31,139.8% | +14,492.5% | +16,647.3% | +2,371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling