+448.6%
HWM vs GTLB
-3.2%
+451.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.5% |
| 7D | -2.1% | +11.1% | -13.2% | -3.0% |
| 30D | -11.0% | +37.8% | -48.8% | -13.5% |
| 3M | +4.0% | +61.6% | -57.5% | -0.5% |
| 6M | -0.2% | +98.9% | -99.1% | -6.9% |
| YTD | +26.7% | +32.8% | -6.1% | +23.9% |
| 1Y | +44.7% | +14.7% | +30.1% | +43.9% |
| All | +448.6% | -3.2% | +451.8% | +451.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling