+1,573.3%
HWM vs GAP
+16.0%
+1,557.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.2% | -10.5% | -10.6% |
| 7D | -9.2% | +1.7% | -10.9% | -9.6% |
| 30D | -17.9% | +9.3% | -27.2% | -20.2% |
| 3M | -6.0% | +6.1% | -12.1% | -8.2% |
| 6M | -7.4% | -2.3% | -5.1% | -8.2% |
| YTD | +13.1% | -10.6% | +23.7% | +14.0% |
| 1Y | +29.3% | -4.4% | +33.7% | +26.9% |
| 3Y | +389.9% | +118.3% | +271.6% | +229.9% |
| 5Y | +655.5% | +12.2% | +643.3% | +488.1% |
| All | +1,573.3% | +16.0% | +1,557.3% | +862.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling