+1,773.8%
HWM vs GRMN
+633.1%
+1,140.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | -2.9% | +0.8% | -0.7% |
| 30D | -11.0% | -8.4% | -2.6% | -7.1% |
| 3M | +4.0% | +15.0% | -11.0% | -5.4% |
| 6M | -0.2% | +11.2% | -11.4% | -7.8% |
| YTD | +26.7% | +37.7% | -11.0% | +3.1% |
| 1Y | +44.7% | +18.5% | +26.2% | +27.0% |
| 3Y | +426.1% | +175.8% | +250.3% | +150.6% |
| 5Y | +738.5% | +75.1% | +663.4% | +443.2% |
| All | +1,773.8% | +633.1% | +1,140.7% | +370.2% |
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