+342.1%
HWM vs ALHC
+22.7%
+319.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.9% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | +1.6% | -10.6% | +12.1% | +2.0% |
| 3M | -21.9% | -45.3% | +23.5% | -19.9% |
| 6M | -19.0% | -59.7% | +40.7% | -16.3% |
| YTD | +7.9% | -62.7% | +70.7% | +11.8% |
| 1Y | +9.9% | -56.1% | +66.0% | +13.1% |
| 3Y | +342.1% | +21.3% | +320.9% | +324.2% |
| All | +342.1% | +22.7% | +319.5% | +324.2% |
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