+65.2%
ALAB vs HWM
+48.6%
+16.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.2% | +10.0% |
| 7D | +7.2% | -2.1% | +9.3% | +8.0% |
| 30D | -2.5% | -11.0% | +8.5% | +2.9% |
| 3M | -13.3% | +4.0% | -17.3% | -14.7% |
| 6M | +172.8% | -0.2% | +173.1% | +170.2% |
| YTD | +86.6% | +26.7% | +59.9% | +46.0% |
| 1Y | +65.2% | +44.7% | +20.4% | +24.0% |
| All | +65.2% | +48.6% | +16.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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