+586.7%
HWM vs ALHC
-61.8%
+648.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.0% | +5.1% |
| 7D | +1.6% | +3.9% | -2.3% | +1.3% |
| 30D | -3.9% | -3.6% | -0.3% | -3.8% |
| 3M | -23.2% | -49.4% | +26.2% | -19.7% |
| 6M | -20.0% | -59.5% | +39.5% | -15.6% |
| YTD | +5.7% | -63.2% | +68.9% | +11.9% |
| 1Y | +4.9% | -55.5% | +60.3% | +9.3% |
| 3Y | +347.0% | +23.0% | +324.0% | +311.9% |
| 5Y | +563.0% | -65.7% | +628.7% | +557.3% |
| All | +586.7% | -61.8% | +648.6% | +554.9% |
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