+4.4%
HWM vs GEHC
+15.6%
-11.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.4% | -10.7% | -4.6% |
| 7D | +9.4% | +13.2% | -3.8% | +8.6% |
| 30D | -7.0% | +30.6% | -37.6% | -8.4% |
| 3M | -25.9% | +22.2% | -48.1% | -26.7% |
| 6M | -10.8% | +40.8% | -51.7% | -13.4% |
| YTD | +4.3% | +4.8% | -0.5% | +3.9% |
| 1Y | +4.4% | +15.7% | -11.3% | +2.9% |
| All | +4.4% | +15.6% | -11.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling