+873.4%
HWM vs GRAB
-74.7%
+948.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -12.5% | -12.0% | -0.5% | -11.4% |
| 30D | -19.0% | -19.5% | +0.5% | -17.3% |
| 3M | -8.6% | -8.0% | -0.7% | -8.0% |
| 6M | -10.2% | -22.2% | +12.1% | -8.1% |
| YTD | +11.3% | -39.7% | +51.0% | +16.5% |
| 1Y | +24.3% | -43.2% | +67.5% | +30.6% |
| 3Y | +382.3% | -19.1% | +401.3% | +388.3% |
| 5Y | +640.6% | -72.0% | +712.6% | +646.5% |
| All | +873.4% | -74.7% | +948.1% | +975.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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