+1,773.8%
HWM vs ALK
-37.8%
+1,811.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -11.0% | -19.2% | +8.2% | -2.1% |
| 3M | +4.0% | -1.5% | +5.6% | +3.0% |
| 6M | -0.2% | -13.1% | +12.8% | +3.1% |
| YTD | +26.7% | -16.4% | +43.1% | +31.7% |
| 1Y | +44.7% | -33.1% | +77.8% | +65.3% |
| 3Y | +426.1% | +0.6% | +425.5% | +338.3% |
| 5Y | +738.5% | -26.4% | +764.9% | +703.4% |
| All | +1,773.8% | -37.8% | +1,811.6% | +1,396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling