+1,559.5%
HWM vs GDDY
+177.0%
+1,382.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.2% |
| 7D | -11.4% | -3.2% | -8.2% | -10.5% |
| 30D | -18.5% | +6.8% | -25.3% | -20.2% |
| 3M | -13.2% | +30.5% | -43.6% | -21.6% |
| 6M | -8.7% | +13.3% | -22.0% | -14.7% |
| YTD | +12.2% | -21.0% | +33.1% | +17.1% |
| 1Y | +24.9% | -34.0% | +58.9% | +38.7% |
| 3Y | +383.9% | +33.1% | +350.9% | +309.2% |
| 5Y | +646.1% | +30.3% | +615.8% | +520.3% |
| All | +1,559.5% | +177.0% | +1,382.5% | +904.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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