+1,248.5%
HWM vs GH
+457.8%
+790.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.3% |
| 7D | +5.0% | -8.2% | +13.1% | +6.1% |
| 30D | +1.5% | -4.9% | +6.4% | +2.1% |
| 3M | -20.3% | -6.2% | -14.1% | -19.9% |
| 6M | -18.0% | +60.0% | -78.1% | -23.3% |
| YTD | +9.5% | +51.5% | -42.0% | +2.6% |
| 1Y | +7.5% | +58.4% | -50.9% | 0.0% |
| 3Y | +355.7% | +617.2% | -261.6% | +236.6% |
| 5Y | +610.2% | +47.0% | +563.2% | +500.0% |
| All | +1,248.5% | +457.8% | +790.8% | +809.9% |
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