+1,523.0%
HWM vs ALK
-41.7%
+1,564.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +3.3% | +9.0% | -5.7% | -1.2% |
| 30D | -7.6% | -1.6% | -6.0% | -7.7% |
| 3M | -28.9% | -23.2% | -5.7% | -20.7% |
| 6M | -19.7% | -3.9% | -15.8% | -20.9% |
| YTD | +0.5% | -22.6% | +23.1% | +7.3% |
| 1Y | +0.3% | -5.3% | +5.6% | -4.0% |
| 3Y | +325.8% | +18.6% | +307.3% | +218.0% |
| 5Y | +524.7% | -34.4% | +559.1% | +529.9% |
| All | +1,523.0% | -41.7% | +1,564.7% | +1,335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling