+1,581.2%
HWM vs GME
+313.5%
+1,267.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.3% |
| 7D | -8.0% | +4.8% | -12.9% | -8.2% |
| 30D | -18.0% | +5.9% | -23.9% | -18.2% |
| 3M | -9.5% | -10.7% | +1.2% | -9.2% |
| 6M | -8.4% | -19.8% | +11.4% | -7.8% |
| YTD | +13.6% | -0.9% | +14.6% | +13.4% |
| 1Y | +30.2% | -15.7% | +45.9% | +30.6% |
| 3Y | +392.2% | +12.3% | +379.9% | +367.2% |
| 5Y | +645.2% | -60.1% | +705.2% | +616.0% |
| All | +1,581.2% | +313.5% | +1,267.7% | +793.2% |
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