+622.3%
HWM vs GPN
-44.7%
+667.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -11.4% | -4.6% | -6.8% | -10.1% |
| 30D | -18.5% | -0.3% | -18.2% | -18.5% |
| 3M | -13.2% | +35.4% | -48.6% | -21.7% |
| 6M | -8.7% | +21.7% | -30.3% | -15.3% |
| YTD | +12.2% | +14.9% | -2.7% | +5.0% |
| 1Y | +24.9% | +3.2% | +21.7% | +20.9% |
| 3Y | +383.9% | -27.1% | +411.1% | +422.0% |
| All | +622.3% | -44.7% | +667.0% | +736.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling