+1,579.2%
HWM vs GD
+185.2%
+1,394.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.1% |
| 7D | +1.6% | -3.0% | +4.6% | +4.6% |
| 30D | -3.9% | +9.3% | -13.2% | -11.1% |
| 3M | -23.2% | -7.2% | -16.0% | -17.9% |
| 6M | -20.0% | +5.5% | -25.4% | -24.0% |
| YTD | +5.7% | +9.5% | -3.8% | -4.1% |
| 1Y | +4.9% | +6.4% | -1.6% | -2.4% |
| 3Y | +347.0% | +59.8% | +287.1% | +176.4% |
| 5Y | +563.0% | +98.0% | +465.0% | +220.4% |
| 10Y | +1,579.2% | +177.4% | +1,401.8% | +481.9% |
| All | +1,579.2% | +185.2% | +1,394.0% | +481.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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