+563.0%
HWM vs ALK
-29.1%
+592.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -2.0% | +2.8% |
| 7D | +1.6% | +8.9% | -7.3% | -1.5% |
| 30D | -3.9% | +5.9% | -9.9% | -6.2% |
| 3M | -23.2% | -16.5% | -6.7% | -19.1% |
| 6M | -20.0% | +2.1% | -22.1% | -22.1% |
| YTD | +5.7% | -17.1% | +22.8% | +8.6% |
| 1Y | +4.9% | -2.9% | +7.7% | +1.4% |
| 3Y | +347.0% | +24.5% | +322.5% | +251.7% |
| 5Y | +563.0% | -29.1% | +592.1% | +596.5% |
| All | +563.0% | -29.1% | +592.1% | +596.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling