+4.4%
HWM vs ALHC
-51.4%
+55.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.1% | -14.4% | -4.7% |
| 7D | +9.4% | -0.5% | +9.9% | +9.4% |
| 30D | -7.0% | -4.2% | -2.7% | -6.8% |
| 3M | -25.9% | -39.8% | +13.9% | -23.7% |
| 6M | -10.8% | -57.7% | +46.9% | -6.8% |
| YTD | +4.3% | -58.8% | +63.1% | +8.3% |
| 1Y | +4.4% | -52.4% | +56.8% | +4.5% |
| All | +4.4% | -51.4% | +55.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling