+1,267.4%
HWM vs ALC
+31.8%
+1,235.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.6% |
| 7D | +3.4% | +4.9% | -1.5% | +0.6% |
| 30D | -7.5% | +19.0% | -26.5% | -15.9% |
| 3M | -28.9% | +7.8% | -36.6% | -32.1% |
| 6M | -19.6% | +14.6% | -34.2% | -26.3% |
| YTD | +0.6% | -4.4% | +5.1% | +0.5% |
| 1Y | +0.3% | +1.4% | -1.1% | -3.6% |
| 3Y | +326.1% | +2.5% | +323.6% | +283.8% |
| 5Y | +525.2% | -10.9% | +536.1% | +507.8% |
| All | +1,267.4% | +31.8% | +1,235.6% | +728.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling