+1,524.1%
HWM vs ALB
+33.3%
+1,490.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.3% |
| 7D | +3.4% | +9.1% | -5.7% | +0.7% |
| 30D | -7.5% | -3.4% | -4.1% | -7.0% |
| 3M | -28.9% | -20.6% | -8.3% | -24.9% |
| 6M | -19.6% | -48.2% | +28.6% | -4.5% |
| YTD | +0.6% | -29.2% | +29.8% | +6.1% |
| 1Y | +0.3% | +10.0% | -9.7% | -8.3% |
| 3Y | +326.1% | -12.9% | +339.0% | +269.8% |
| 5Y | +525.2% | -61.3% | +586.5% | +594.0% |
| All | +1,524.1% | +33.3% | +1,490.8% | +804.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling