+1,773.8%
HWM vs GD
+194.0%
+1,579.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +1.1% |
| 7D | -2.1% | -5.3% | +3.1% | +2.7% |
| 30D | -11.0% | -6.4% | -4.6% | -5.6% |
| 3M | +4.0% | +5.7% | -1.7% | -1.2% |
| 6M | -0.2% | -0.9% | +0.7% | -0.3% |
| YTD | +26.7% | +8.2% | +18.5% | +16.2% |
| 1Y | +44.7% | +13.4% | +31.3% | +26.8% |
| 3Y | +426.1% | +68.5% | +357.6% | +206.6% |
| 5Y | +738.5% | +97.2% | +641.4% | +308.0% |
| All | +1,773.8% | +194.0% | +1,579.8% | +563.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling