+30.2%
HWM vs GTLB
-3.3%
+33.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.4% |
| 7D | -8.0% | -6.6% | -1.5% | -8.3% |
| 30D | -18.0% | +13.7% | -31.8% | -17.3% |
| 3M | -9.5% | +52.9% | -62.4% | -7.4% |
| 6M | -8.4% | +88.5% | -96.9% | -4.4% |
| YTD | +13.6% | +23.4% | -9.8% | +20.5% |
| 1Y | +30.2% | -3.8% | +34.1% | +42.2% |
| All | +30.2% | -3.3% | +33.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling