+392.8%
HL vs GWW
+89.6%
+303.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -4.4% | -3.4% | -1.0% | -3.6% |
| 30D | +9.3% | -1.9% | +11.2% | +9.7% |
| 3M | +32.0% | -2.4% | +34.4% | +31.9% |
| 6M | -6.4% | +15.7% | -22.2% | -11.9% |
| YTD | +3.1% | +27.6% | -24.5% | -4.2% |
| 1Y | +77.6% | +27.2% | +50.4% | +65.1% |
| 3Y | +392.8% | +89.7% | +303.2% | +312.7% |
| All | +392.8% | +89.6% | +303.2% | +312.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling