+3.3%
HWM vs GH
+62.0%
-58.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.2% | +4.5% |
| 7D | +1.6% | -7.0% | +8.6% | +2.4% |
| 30D | -3.9% | -5.2% | +1.2% | -3.4% |
| 3M | -23.2% | -5.8% | -17.5% | -22.9% |
| 6M | -20.0% | +65.9% | -85.9% | -25.0% |
| YTD | +5.7% | +55.5% | -49.8% | -1.4% |
| All | +3.3% | +62.0% | -58.7% | -5.0% |
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