+608.0%
HWM vs ALC
-9.8%
+617.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +11.1% | -6.2% | +17.3% | +13.2% |
| 30D | +3.0% | +14.0% | -11.1% | -1.7% |
| 3M | -20.7% | -2.4% | -18.3% | -20.4% |
| 6M | -17.2% | +12.6% | -29.8% | -21.1% |
| YTD | +9.1% | -8.4% | +17.5% | +11.0% |
| 1Y | +9.0% | -9.1% | +18.2% | +11.1% |
| 3Y | +353.8% | -0.3% | +354.1% | +328.7% |
| 5Y | +608.0% | -9.9% | +618.0% | +586.6% |
| All | +608.0% | -9.8% | +617.8% | +586.6% |
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