+347.0%
HWM vs GTLB
+4.0%
+343.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.2% |
| 7D | +1.6% | -9.6% | +11.2% | +2.4% |
| 30D | -3.9% | -14.5% | +10.5% | -2.8% |
| 3M | -23.2% | +20.9% | -44.1% | -24.7% |
| 6M | -20.0% | +81.4% | -101.4% | -24.7% |
| YTD | +5.7% | +25.6% | -19.8% | +3.8% |
| 1Y | +4.9% | +3.4% | +1.4% | +5.8% |
| 3Y | +347.0% | +8.9% | +338.1% | +356.8% |
| All | +347.0% | +4.0% | +343.0% | +356.8% |
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