+595.6%
HWM vs ALHC
-59.7%
+655.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.9% |
| 7D | -1.8% | +3.8% | -5.5% | -2.1% |
| 30D | -2.7% | +1.7% | -4.3% | -2.9% |
| 3M | -22.7% | -44.3% | +21.6% | -19.7% |
| 6M | -18.9% | -57.2% | +38.3% | -14.9% |
| YTD | +7.1% | -61.2% | +68.2% | +12.9% |
| 1Y | +4.7% | -53.2% | +57.8% | +8.7% |
| 3Y | +345.6% | +27.8% | +317.8% | +309.6% |
| 5Y | +588.3% | -65.4% | +653.7% | +582.2% |
| All | +595.6% | -59.7% | +655.4% | +560.8% |
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