+608.0%
HWM vs ALB
-63.0%
+671.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +11.1% | -3.6% | +14.7% | +11.8% |
| 30D | +3.0% | -2.9% | +5.8% | +3.2% |
| 3M | -20.7% | -25.8% | +5.1% | -16.8% |
| 6M | -17.2% | -53.6% | +36.4% | -5.5% |
| YTD | +9.1% | -32.4% | +41.4% | +13.9% |
| 1Y | +9.0% | -13.0% | +22.1% | +8.0% |
| 3Y | +353.8% | -15.0% | +368.8% | +314.3% |
| 5Y | +608.0% | -63.5% | +671.6% | +648.1% |
| All | +608.0% | -63.0% | +671.0% | +648.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling