+9.9%
HWM vs ALB
-15.8%
+25.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +7.3% | -5.8% | +13.1% | +7.7% |
| 30D | +1.6% | -4.5% | +6.1% | +1.9% |
| 3M | -21.9% | -28.1% | +6.2% | -19.5% |
| 6M | -19.0% | -53.2% | +34.1% | -13.2% |
| YTD | +7.9% | -33.3% | +41.3% | +9.1% |
| 1Y | +9.9% | -17.4% | +27.4% | +9.0% |
| All | +9.9% | -15.8% | +25.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling