+1,218.7%
HWM vs GH
+459.8%
+758.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -1.8% | -11.2% | +9.5% | -0.3% |
| 30D | -2.7% | -7.2% | +4.5% | -1.8% |
| 3M | -22.7% | -7.1% | -15.6% | -22.3% |
| 6M | -18.9% | +62.3% | -81.3% | -24.3% |
| YTD | +7.1% | +52.1% | -45.0% | +0.2% |
| 1Y | +4.7% | +58.6% | -54.0% | -2.6% |
| 3Y | +345.6% | +619.9% | -274.3% | +229.0% |
| 5Y | +588.3% | +49.7% | +538.6% | +480.2% |
| All | +1,218.7% | +459.8% | +758.9% | +789.4% |
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 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