+4.4%
HWM vs GH
+80.5%
-76.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -4.0% |
| 7D | +9.4% | -7.7% | +17.1% | +10.2% |
| 30D | -7.0% | -10.0% | +3.0% | -6.2% |
| 3M | -25.9% | +5.5% | -31.4% | -26.4% |
| 6M | -10.8% | +84.9% | -95.7% | -17.4% |
| YTD | +4.3% | +65.0% | -60.7% | -3.2% |
| 1Y | +4.4% | +71.8% | -67.4% | -3.4% |
| All | +4.4% | +80.5% | -76.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling