+4.7%
HWM vs ALB
-5.3%
+10.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.6% |
| 7D | -1.8% | +5.3% | -7.0% | -2.2% |
| 30D | -2.7% | -6.3% | +3.6% | -2.2% |
| 3M | -22.7% | -27.4% | +4.7% | -20.7% |
| 6M | -18.9% | -53.1% | +34.1% | -13.7% |
| YTD | +7.1% | -32.3% | +39.4% | +9.0% |
| 1Y | +4.7% | -7.3% | +12.0% | +5.5% |
| All | +4.7% | -5.3% | +10.0% | +5.5% |
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