+1,773.8%
HWM vs GME
+298.4%
+1,475.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -2.1% | +7.2% | -9.3% | -2.3% |
| 30D | -11.0% | +0.8% | -11.8% | -11.0% |
| 3M | +4.0% | -14.0% | +18.0% | +4.5% |
| 6M | -0.2% | -19.7% | +19.5% | +0.4% |
| YTD | +26.7% | -4.6% | +31.2% | +26.6% |
| 1Y | +44.7% | -14.3% | +59.1% | +45.1% |
| 3Y | +426.1% | +4.0% | +422.1% | +400.6% |
| 5Y | +738.5% | -62.2% | +800.7% | +707.0% |
| All | +1,773.8% | +298.4% | +1,475.4% | +896.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling