+345.6%
HWM vs ALHC
+30.0%
+315.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.1% |
| 7D | -1.8% | +3.8% | -5.5% | -1.9% |
| 30D | -2.7% | +1.7% | -4.3% | -2.8% |
| 3M | -22.7% | -44.3% | +21.6% | -20.8% |
| 6M | -18.9% | -57.2% | +38.3% | -16.4% |
| YTD | +7.1% | -61.2% | +68.2% | +10.7% |
| 1Y | +4.7% | -53.2% | +57.8% | +7.4% |
| 3Y | +345.6% | +27.8% | +317.8% | +327.6% |
| All | +345.6% | +30.0% | +315.6% | +327.6% |
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