+1,299.5%
HWM vs GH
+486.6%
+812.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -8.0% | -0.2% | -7.9% | -8.0% |
| 30D | -18.0% | -2.6% | -15.4% | -17.8% |
| 3M | -9.5% | +25.1% | -34.6% | -12.3% |
| 6M | -8.4% | +78.5% | -86.9% | -15.5% |
| YTD | +13.6% | +59.4% | -45.7% | +6.0% |
| 1Y | +30.2% | +173.9% | -143.6% | +12.7% |
| 3Y | +392.2% | +382.7% | +9.5% | +282.0% |
| 5Y | +645.2% | +24.4% | +620.8% | +542.3% |
| All | +1,299.5% | +486.6% | +812.9% | +840.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling