+9.9%
HWM vs GH
+56.7%
-46.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | +7.3% | +0.6% | +6.7% | +7.2% |
| 30D | +1.6% | -6.9% | +8.5% | +2.4% |
| 3M | -21.9% | -4.9% | -17.0% | -21.6% |
| 6M | -19.0% | +54.1% | -73.1% | -23.3% |
| YTD | +7.9% | +48.5% | -40.6% | +1.5% |
| 1Y | +9.9% | +61.2% | -51.2% | +1.5% |
| All | +9.9% | +56.7% | -46.7% | +1.5% |
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