+536.9%
HWM vs ALHC
-64.2%
+601.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | -28.9% | -45.1% | +16.2% | -26.2% |
| 6M | -19.7% | -59.5% | +39.9% | -15.3% |
| YTD | +0.5% | -62.8% | +63.4% | +6.3% |
| 1Y | +0.3% | -55.5% | +55.7% | +4.4% |
| 3Y | +325.8% | +25.7% | +300.2% | +290.6% |
| All | +536.9% | -64.2% | +601.1% | +536.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling