+1,579.2%
HWM vs GAP
+20.3%
+1,558.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +4.1% |
| 7D | +1.6% | 0.0% | +1.6% | +1.4% |
| 30D | -3.9% | -4.3% | +0.4% | -3.0% |
| 3M | -23.2% | +9.4% | -32.6% | -25.8% |
| 6M | -20.0% | -3.3% | -16.7% | -20.7% |
| YTD | +5.7% | -10.5% | +16.2% | +6.0% |
| 1Y | +4.9% | -2.4% | +7.2% | +2.1% |
| 3Y | +347.0% | +80.1% | +266.9% | +222.0% |
| 5Y | +563.0% | +6.5% | +556.6% | +426.7% |
| 10Y | +1,579.2% | +14.6% | +1,564.6% | +863.9% |
| All | +1,579.2% | +20.3% | +1,558.9% | +863.9% |
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