+26.9%
HWM vs GLXY
-41.9%
+68.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +2.1% |
| 7D | +3.4% | -14.6% | +18.0% | +4.5% |
| 30D | -7.5% | -36.2% | +28.6% | -4.9% |
| 3M | -28.9% | -30.1% | +1.2% | -27.8% |
| 6M | -19.6% | -56.1% | +36.5% | -15.8% |
| YTD | +0.6% | -38.9% | +39.5% | +1.3% |
| 1Y | +0.3% | -55.0% | +55.4% | +2.3% |
| All | +26.9% | -41.9% | +68.7% | +31.0% |
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