+655.5%
HWM vs GWW
+222.6%
+432.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.7% | -8.0% | -9.4% |
| 7D | -9.2% | -1.5% | -7.6% | -8.3% |
| 30D | -17.9% | +1.1% | -19.0% | -18.2% |
| 3M | -6.0% | -1.0% | -5.1% | -5.8% |
| 6M | -7.4% | +16.3% | -23.7% | -14.2% |
| YTD | +13.1% | +28.5% | -15.4% | -1.3% |
| 1Y | +29.3% | +30.3% | -1.0% | +11.8% |
| 3Y | +389.9% | +91.6% | +298.3% | +242.8% |
| 5Y | +655.5% | +224.0% | +431.6% | +295.1% |
| All | +655.5% | +222.6% | +432.9% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling