+1,443.5%
HWM vs GD
+199.9%
+1,243.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -2.0% |
| 7D | +9.4% | +3.0% | +6.4% | +6.8% |
| 30D | -7.0% | +10.5% | -17.5% | -14.8% |
| 3M | -25.9% | -5.0% | -20.9% | -22.6% |
| 6M | -10.8% | +5.5% | -16.3% | -15.4% |
| YTD | +4.3% | +10.3% | -6.0% | -6.1% |
| 1Y | +4.4% | +8.2% | -3.8% | -4.3% |
| 3Y | +348.8% | +59.0% | +289.8% | +179.8% |
| 5Y | +598.5% | +104.3% | +494.2% | +229.1% |
| 10Y | +1,551.7% | +202.4% | +1,349.3% | +474.2% |
| All | +1,443.5% | +199.9% | +1,243.5% | +436.7% |
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