+24.5%
ALAB vs HWM
+5.4%
+19.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -2.6% |
| 7D | -24.9% | +9.4% | -34.3% | -28.0% |
| 30D | -38.4% | -7.0% | -31.4% | -36.1% |
| 3M | -38.3% | -25.9% | -12.4% | -29.2% |
| 6M | +10.9% | -10.8% | +21.8% | +16.5% |
| YTD | +34.2% | +4.3% | +29.9% | +9.3% |
| 1Y | +24.5% | +4.4% | +20.1% | +0.9% |
| All | +24.5% | +5.4% | +19.1% | +0.9% |
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