+1,516.8%
HWM vs GME
+484.8%
+1,031.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +5.0% | +1.6% | +3.3% | +4.9% |
| 30D | +1.5% | -6.2% | +7.7% | +1.7% |
| 3M | -20.3% | +35.8% | -56.1% | -21.2% |
| 6M | -18.0% | +10.3% | -28.3% | -18.4% |
| YTD | +9.5% | +27.2% | -17.7% | +8.3% |
| 1Y | +7.5% | +19.1% | -11.7% | +6.5% |
| 3Y | +355.7% | +103.7% | +251.9% | +324.0% |
| 5Y | +610.2% | -50.0% | +660.2% | +577.6% |
| 10Y | +1,516.8% | +471.4% | +1,045.3% | +763.6% |
| All | +1,516.8% | +484.8% | +1,031.9% | +763.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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