+641.7%
HWM vs GH
+23.1%
+618.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.3% | -10.4% | -10.7% |
| 7D | -9.2% | -2.1% | -7.1% | -8.9% |
| 30D | -17.9% | -4.5% | -13.4% | -17.5% |
| 3M | -6.0% | +28.9% | -34.9% | -9.0% |
| 6M | -7.4% | +76.5% | -83.9% | -13.9% |
| YTD | +13.1% | +57.6% | -44.5% | +6.2% |
| 1Y | +29.3% | +167.5% | -138.2% | +13.3% |
| 3Y | +389.9% | +377.4% | +12.5% | +288.9% |
| All | +641.7% | +23.1% | +618.6% | +454.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling