+536.9%
HWM vs GD
+94.5%
+442.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.9% |
| 7D | +3.3% | -5.0% | +8.3% | +6.8% |
| 30D | -7.6% | +8.9% | -16.5% | -12.4% |
| 3M | -28.9% | -8.0% | -20.9% | -25.0% |
| 6M | -19.7% | +2.9% | -22.6% | -21.1% |
| YTD | +0.5% | +7.1% | -6.5% | -4.4% |
| 1Y | +0.3% | +5.9% | -5.7% | -4.0% |
| 3Y | +325.8% | +53.9% | +272.0% | +211.5% |
| All | +536.9% | +94.5% | +442.4% | +259.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling