+476.8%
HWM vs GEHC
+34.3%
+442.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.7% |
| 7D | +1.6% | +5.6% | -4.0% | +0.4% |
| 30D | -3.9% | +27.9% | -31.8% | -8.9% |
| 3M | -23.2% | +17.1% | -40.4% | -25.8% |
| 6M | -20.0% | +32.5% | -52.5% | -25.3% |
| YTD | +5.7% | +2.7% | +3.0% | +4.7% |
| 1Y | +4.9% | +15.3% | -10.4% | +0.5% |
| 3Y | +347.0% | +23.7% | +323.3% | +313.7% |
| All | +476.8% | +34.3% | +442.5% | +425.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling