+531.0%
HWM vs GRMN
+117.6%
+413.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +3.4% | +4.7% | -1.4% | +1.6% |
| 30D | -7.5% | +3.4% | -10.9% | -8.9% |
| 3M | -28.9% | -5.0% | -23.8% | -28.0% |
| 6M | -19.6% | +18.6% | -38.2% | -25.8% |
| YTD | +0.6% | +42.5% | -41.9% | -14.1% |
| 1Y | +0.3% | +42.3% | -42.0% | -14.4% |
| 3Y | +326.1% | +158.5% | +167.7% | +160.5% |
| All | +531.0% | +117.6% | +413.5% | +328.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling