+326.1%
HWM vs GEHC
+15.6%
+310.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.9% |
| 7D | +3.4% | +7.6% | -4.2% | +1.7% |
| 30D | -7.5% | +27.5% | -35.0% | -12.5% |
| 3M | -28.9% | +17.2% | -46.1% | -31.4% |
| 6M | -19.6% | +33.6% | -53.2% | -25.5% |
| YTD | +0.6% | +0.6% | 0.0% | +0.3% |
| 1Y | +0.3% | +11.3% | -11.0% | -3.2% |
| 3Y | +326.1% | +16.5% | +309.6% | +298.3% |
| All | +326.1% | +15.6% | +310.6% | +298.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling