+1,773.8%
HWM vs GAP
+16.3%
+1,757.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -2.1% | -4.5% | +2.4% | -0.8% |
| 30D | -11.0% | +9.0% | -20.0% | -13.5% |
| 3M | +4.0% | +5.0% | -1.0% | +1.9% |
| 6M | -0.2% | -17.8% | +17.6% | +3.5% |
| YTD | +26.7% | -10.4% | +37.0% | +27.6% |
| 1Y | +44.7% | -3.4% | +48.1% | +41.5% |
| 3Y | +426.1% | +111.5% | +314.6% | +258.2% |
| 5Y | +738.5% | +8.8% | +729.7% | +560.7% |
| All | +1,773.8% | +16.3% | +1,757.5% | +977.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling