+3.3%
HWM vs ALK
-4.9%
+8.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -2.0% | +3.2% |
| 7D | +1.6% | +8.9% | -7.3% | -0.7% |
| 30D | -3.9% | +5.9% | -9.9% | -5.5% |
| 3M | -23.2% | -16.5% | -6.7% | -19.6% |
| 6M | -20.0% | +2.1% | -22.1% | -21.8% |
| YTD | +5.7% | -17.1% | +22.8% | +4.2% |
| All | +3.3% | -4.9% | +8.2% | +0.8% |
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