+325.8%
HWM vs ALB
-16.8%
+342.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +3.3% | +9.1% | -5.8% | +2.2% |
| 30D | -7.6% | -3.4% | -4.2% | -7.3% |
| 3M | -28.9% | -20.6% | -8.3% | -27.2% |
| 6M | -19.7% | -48.2% | +28.5% | -13.4% |
| YTD | +0.5% | -29.2% | +29.8% | +3.1% |
| 1Y | +0.3% | +10.0% | -9.8% | -3.2% |
| 3Y | +325.8% | -12.9% | +338.7% | +297.7% |
| All | +325.8% | -16.8% | +342.7% | +297.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling