+1,516.2%
HWM vs GRMN
+655.8%
+860.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | -1.8% | +6.3% | -8.1% | -5.0% |
| 30D | -2.7% | +7.6% | -10.3% | -6.7% |
| 3M | -22.7% | -7.5% | -15.3% | -20.3% |
| 6M | -18.9% | +21.2% | -40.2% | -28.8% |
| YTD | +7.1% | +44.0% | -37.0% | -15.4% |
| 1Y | +4.7% | +44.7% | -40.1% | -17.6% |
| 3Y | +345.6% | +160.5% | +185.1% | +122.7% |
| 5Y | +588.3% | +124.6% | +463.6% | +274.8% |
| 10Y | +1,516.2% | +651.6% | +864.5% | +312.1% |
| All | +1,516.2% | +655.8% | +860.4% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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