+325.8%
HWM vs ALHC
+21.9%
+303.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.4% | +2.6% |
| 7D | +3.3% | +1.0% | +2.3% | +3.2% |
| 30D | -7.6% | -14.2% | +6.5% | -7.1% |
| 3M | -28.9% | -45.1% | +16.2% | -27.2% |
| 6M | -19.7% | -59.5% | +39.9% | -17.0% |
| YTD | +0.5% | -62.8% | +63.4% | +4.1% |
| 1Y | +0.3% | -55.5% | +55.7% | +3.1% |
| 3Y | +325.8% | +25.7% | +300.2% | +320.2% |
| All | +325.8% | +21.9% | +303.9% | +320.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling