+1,387.4%
HWM vs ALB
+35.7%
+1,351.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +3.3% | +9.1% | -5.8% | +0.6% |
| 30D | -7.6% | -3.4% | -4.2% | -7.0% |
| 3M | -28.9% | -20.6% | -8.3% | -24.9% |
| 6M | -19.7% | -48.2% | +28.5% | -4.6% |
| YTD | +0.5% | -29.2% | +29.8% | +6.0% |
| 1Y | +0.3% | +10.0% | -9.8% | -8.4% |
| 3Y | +325.8% | -12.9% | +338.7% | +269.7% |
| 5Y | +524.7% | -61.3% | +586.0% | +593.4% |
| 10Y | +1,491.8% | +35.8% | +1,456.0% | +799.9% |
| All | +1,387.4% | +35.7% | +1,351.8% | +741.7% |
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 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