+553.6%
HWM vs ALHC
-61.5%
+615.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.7% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | -7.5% | -14.2% | +6.6% | -6.7% |
| 3M | -28.9% | -45.1% | +16.3% | -26.1% |
| 6M | -19.6% | -59.5% | +39.9% | -15.2% |
| YTD | +0.6% | -62.8% | +63.4% | +6.4% |
| 1Y | +0.3% | -55.5% | +55.8% | +4.6% |
| 3Y | +326.1% | +25.7% | +300.5% | +291.7% |
| 5Y | +525.2% | -66.8% | +592.0% | +521.0% |
| All | +553.6% | -61.5% | +615.1% | +522.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling