+4.4%
HWM vs ALK
-1.1%
+5.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.8% | -13.0% | -6.4% |
| 7D | +9.4% | +12.4% | -3.0% | +6.0% |
| 30D | -7.0% | +2.1% | -9.0% | -7.6% |
| 3M | -25.9% | -23.9% | -2.0% | -20.5% |
| 6M | -10.8% | +8.2% | -19.0% | -14.2% |
| YTD | +4.3% | -20.5% | +24.8% | +4.0% |
| 1Y | +4.4% | -1.0% | +5.4% | +1.6% |
| All | +4.4% | -1.1% | +5.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling