+591.1%
HWM vs GEHC
+10.0%
+581.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -1.3% |
| 30D | -11.0% | -2.0% | -9.0% | -10.7% |
| 3M | +4.0% | +8.0% | -3.9% | +1.5% |
| 6M | -0.2% | -12.8% | +12.5% | +2.4% |
| YTD | +26.7% | -15.9% | +42.6% | +30.8% |
| 1Y | +44.7% | -6.9% | +51.6% | +44.9% |
| 3Y | +426.1% | 0.0% | +426.1% | +408.3% |
| All | +591.1% | +10.0% | +581.1% | +557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling