+1,773.8%
HWM vs ALB
+72.0%
+1,701.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.8% |
| 7D | -2.1% | -8.1% | +6.0% | +0.2% |
| 30D | -11.0% | +6.3% | -17.2% | -12.9% |
| 3M | +4.0% | -23.6% | +27.6% | +11.5% |
| 6M | -0.2% | -24.6% | +24.4% | +5.9% |
| YTD | +26.7% | -10.3% | +36.9% | +25.7% |
| 1Y | +44.7% | +61.5% | -16.7% | +17.1% |
| 3Y | +426.1% | -34.0% | +460.1% | +424.2% |
| 5Y | +738.5% | -44.6% | +783.1% | +723.8% |
| All | +1,773.8% | +72.0% | +1,701.8% | +898.6% |
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