+1,520.0%
HWM vs ALB
+31.2%
+1,488.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.0% |
| 7D | +5.0% | +1.1% | +3.9% | +4.5% |
| 30D | +1.5% | -2.6% | +4.1% | +1.8% |
| 3M | -20.3% | -25.6% | +5.2% | -14.3% |
| 6M | -18.0% | -54.0% | +36.0% | +0.7% |
| YTD | +9.5% | -31.6% | +41.1% | +16.5% |
| 1Y | +7.5% | -6.6% | +14.0% | +3.3% |
| 3Y | +355.7% | -14.0% | +369.7% | +296.2% |
| 5Y | +610.2% | -62.5% | +672.7% | +695.7% |
| 10Y | +1,516.8% | +36.3% | +1,480.5% | +826.4% |
| All | +1,520.0% | +31.2% | +1,488.9% | +825.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling