+207.4%
ALAB vs HWM
+208.6%
-1.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.8% | +4.7% |
| 7D | -26.3% | +3.3% | -29.6% | -27.6% |
| 30D | -50.1% | -7.6% | -42.5% | -47.5% |
| 3M | -42.5% | -28.9% | -13.5% | -29.3% |
| 6M | -10.8% | -19.7% | +8.8% | +0.8% |
| YTD | +14.6% | +0.5% | +14.1% | +7.9% |
| 1Y | +17.1% | +0.3% | +16.9% | +10.7% |
| All | +207.4% | +208.6% | -1.2% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling