+640.6%
HWM vs GFI
+515.1%
+125.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -1.8% |
| 7D | -12.5% | -5.1% | -7.4% | -12.1% |
| 30D | -19.0% | +13.4% | -32.4% | -19.9% |
| 3M | -8.6% | +36.2% | -44.8% | -11.2% |
| 6M | -10.2% | -9.8% | -0.3% | -10.2% |
| YTD | +11.3% | +7.7% | +3.7% | +9.7% |
| 1Y | +24.3% | +27.2% | -2.9% | +20.9% |
| 3Y | +382.3% | +300.3% | +82.0% | +327.8% |
| 5Y | +640.6% | +539.8% | +100.8% | +515.3% |
| All | +640.6% | +515.1% | +125.5% | +515.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling