+1,139.0%
HWM vs GH
+443.7%
+695.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.7% |
| 7D | +3.4% | -15.6% | +19.0% | +5.5% |
| 30D | -7.5% | -10.4% | +2.8% | -6.4% |
| 3M | -28.9% | -4.3% | -24.6% | -28.7% |
| 6M | -19.6% | +63.5% | -83.2% | -25.0% |
| YTD | +0.6% | +47.7% | -47.1% | -5.5% |
| 1Y | +0.3% | +56.7% | -56.4% | -6.5% |
| 3Y | +326.1% | +443.9% | -117.7% | +225.5% |
| 5Y | +525.2% | +36.9% | +488.3% | +432.9% |
| All | +1,139.0% | +443.7% | +695.4% | +738.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling