+722.8%
HWM vs ALHC
-28.9%
+751.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -11.0% | -1.0% | -10.0% | -11.0% |
| 3M | +4.0% | -10.2% | +14.2% | +4.1% |
| 6M | -0.2% | -28.3% | +28.1% | +1.2% |
| YTD | +26.7% | -31.4% | +58.1% | +28.7% |
| 1Y | +44.7% | -16.9% | +61.6% | +44.7% |
| 3Y | +426.1% | +135.5% | +290.6% | +360.9% |
| 5Y | +738.5% | -33.6% | +772.1% | +695.2% |
| All | +722.8% | -28.9% | +751.7% | +653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling