+1,266.4%
HWM vs ALC
+31.8%
+1,234.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.5% |
| 7D | +3.3% | +4.9% | -1.6% | +0.6% |
| 30D | -7.6% | +19.0% | -26.6% | -15.9% |
| 3M | -28.9% | +7.8% | -36.7% | -32.2% |
| 6M | -19.7% | +14.6% | -34.2% | -26.4% |
| YTD | +0.5% | -4.4% | +5.0% | +0.4% |
| 1Y | +0.3% | +1.4% | -1.1% | -3.6% |
| 3Y | +325.8% | +2.5% | +323.3% | +283.5% |
| 5Y | +524.7% | -10.9% | +535.6% | +507.4% |
| All | +1,266.4% | +31.8% | +1,234.6% | +727.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling