+441.1%
HWM vs ALB
-34.0%
+475.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.1% |
| 7D | -2.1% | -8.1% | +6.0% | -1.1% |
| 30D | -11.0% | +6.3% | -17.2% | -11.8% |
| 3M | +4.0% | -23.6% | +27.6% | +7.3% |
| 6M | -0.2% | -24.6% | +24.4% | +2.5% |
| YTD | +26.7% | -10.3% | +36.9% | +26.5% |
| 1Y | +44.7% | +61.5% | -16.7% | +32.4% |
| All | +441.1% | -34.0% | +475.1% | +423.1% |
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