+33.3%
HWM vs GLXY
-38.3%
+71.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.2% | -1.2% | +4.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -3.9% | -28.6% | +24.7% | -2.0% |
| 3M | -23.2% | -28.1% | +4.8% | -22.2% |
| 6M | -20.0% | -52.0% | +32.0% | -16.7% |
| YTD | +5.7% | -35.1% | +40.8% | +5.8% |
| 1Y | +4.9% | -54.0% | +58.9% | +6.5% |
| All | +33.3% | -38.3% | +71.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling