+1,388.5%
HWM vs GRMN
+658.6%
+729.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +3.4% | +4.7% | -1.4% | +0.7% |
| 30D | -7.5% | +3.4% | -10.9% | -9.7% |
| 3M | -28.9% | -5.0% | -23.8% | -27.7% |
| 6M | -19.6% | +18.6% | -38.2% | -28.6% |
| YTD | +0.6% | +42.5% | -41.9% | -20.1% |
| 1Y | +0.3% | +42.3% | -42.0% | -20.4% |
| 3Y | +326.1% | +158.5% | +167.7% | +113.3% |
| 5Y | +525.2% | +123.6% | +401.6% | +239.8% |
| 10Y | +1,492.9% | +682.5% | +810.4% | +278.3% |
| All | +1,388.5% | +658.6% | +729.9% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling