+17.1%
ALAB vs HWM
+0.1%
+17.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.7% | +5.0% |
| 7D | -26.3% | +3.4% | -29.7% | -27.0% |
| 30D | -50.1% | -7.5% | -42.6% | -47.8% |
| 3M | -42.5% | -28.9% | -13.6% | -32.3% |
| 6M | -10.8% | -19.6% | +8.8% | -0.7% |
| YTD | +14.6% | +0.6% | +14.0% | -3.7% |
| 1Y | +17.1% | +0.3% | +16.8% | -4.2% |
| All | +17.1% | +0.1% | +17.0% | -4.2% |
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