+741.5%
HWM vs ALC
-16.0%
+757.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.5% |
| 30D | -11.0% | -0.1% | -10.9% | -11.1% |
| 3M | +4.0% | +5.9% | -1.9% | +1.6% |
| 6M | -0.2% | -15.9% | +15.7% | +5.3% |
| YTD | +26.7% | -10.1% | +36.8% | +30.0% |
| 1Y | +44.7% | -10.2% | +54.9% | +48.0% |
| 3Y | +426.1% | -13.6% | +439.6% | +433.7% |
| All | +741.5% | -16.0% | +757.4% | +736.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling