+60.4%
HL vs GWW
+13,989.5%
-13,929.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +18.8% | -1.4% | +20.3% | +19.2% |
| 3M | +43.7% | -3.6% | +47.4% | +44.6% |
| 6M | -1.0% | +15.1% | -16.2% | -5.7% |
| YTD | +8.7% | +27.5% | -18.8% | +0.8% |
| 1Y | +105.0% | +29.6% | +75.4% | +89.1% |
| 3Y | +427.3% | +90.1% | +337.2% | +328.3% |
| 5Y | +249.3% | +222.6% | +26.7% | +139.7% |
| 10Y | +284.2% | +566.5% | -282.3% | +105.5% |
| All | +60.4% | +13,989.5% | -13,929.0% | -30.2% |
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