+1,573.3%
HWM vs ALB
+76.5%
+1,496.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.6% | -13.3% | -11.4% |
| 7D | -9.2% | -4.4% | -4.8% | -8.2% |
| 30D | -17.9% | -1.2% | -16.7% | -17.9% |
| 3M | -6.0% | -13.3% | +7.3% | -2.9% |
| 6M | -7.4% | -19.8% | +12.4% | -3.5% |
| YTD | +13.1% | -7.9% | +21.0% | +11.4% |
| 1Y | +29.3% | +60.2% | -30.8% | +4.9% |
| 3Y | +389.9% | -26.4% | +416.4% | +368.4% |
| 5Y | +655.5% | -42.5% | +698.1% | +632.5% |
| All | +1,573.3% | +76.5% | +1,496.8% | +784.3% |
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