+489.0%
HWM vs GEHC
+32.6%
+456.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.3% |
| 7D | +7.3% | +0.8% | +6.5% | +7.1% |
| 30D | +1.6% | +21.3% | -19.7% | -2.5% |
| 3M | -21.9% | +12.6% | -34.4% | -23.9% |
| 6M | -19.0% | +34.3% | -53.3% | -24.7% |
| YTD | +7.9% | +1.4% | +6.5% | +7.1% |
| 1Y | +9.9% | +12.5% | -2.5% | +6.0% |
| 3Y | +342.1% | +19.2% | +322.9% | +311.9% |
| All | +489.0% | +32.6% | +456.4% | +438.1% |
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