+1,459.8%
HWM vs GH
+481.7%
+978.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -11.0% | -1.1% | -9.9% | -11.0% |
| 3M | +4.0% | +21.3% | -17.3% | +1.2% |
| 6M | -0.2% | +73.5% | -73.7% | -7.6% |
| YTD | +26.7% | +58.0% | -31.4% | +18.3% |
| 1Y | +44.7% | +163.1% | -118.3% | +25.8% |
| 3Y | +426.1% | +361.0% | +65.1% | +310.6% |
| 5Y | +738.5% | +22.5% | +716.0% | +624.1% |
| All | +1,459.8% | +481.7% | +978.1% | +949.5% |
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 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