+509.8%
HWM vs ALK
-33.9%
+543.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -4.9% |
| 7D | -2.4% | +7.1% | -9.5% | -4.9% |
| 30D | -13.3% | -3.0% | -10.3% | -12.8% |
| 3M | -31.0% | -25.6% | -5.4% | -24.5% |
| 6M | -17.1% | +0.5% | -17.6% | -19.0% |
| YTD | -1.9% | -23.1% | +21.2% | +3.3% |
| 1Y | -2.4% | -7.5% | +5.1% | -4.2% |
| 3Y | +322.2% | +15.3% | +306.9% | +240.4% |
| 5Y | +509.8% | -34.8% | +544.6% | +563.1% |
| All | +509.8% | -33.9% | +543.7% | +563.1% |
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 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