+694.6%
HWM vs GFS
-2.1%
+696.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -8.0% | +4.5% | -12.5% | -8.9% |
| 30D | -18.0% | -8.2% | -9.8% | -16.6% |
| 3M | -9.5% | -38.9% | +29.4% | -0.2% |
| 6M | -8.4% | -2.9% | -5.5% | -11.3% |
| YTD | +13.6% | +31.8% | -18.1% | +1.4% |
| 1Y | +30.2% | +43.1% | -12.9% | +13.2% |
| 3Y | +392.2% | -20.6% | +412.9% | +372.5% |
| All | +694.6% | -2.1% | +696.7% | +560.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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