+1,497.3%
HWM vs ALLE
+210.2%
+1,287.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +1.7% |
| 7D | +5.0% | -0.8% | +5.8% | +5.6% |
| 30D | +1.5% | +27.4% | -25.8% | -14.0% |
| 3M | -20.3% | +13.8% | -34.2% | -27.6% |
| 6M | -18.0% | +45.5% | -63.5% | -37.3% |
| YTD | +9.5% | +21.4% | -11.9% | -6.4% |
| 1Y | +7.5% | +15.4% | -7.9% | -5.1% |
| 3Y | +355.7% | +91.7% | +263.9% | +167.6% |
| 5Y | +610.2% | +54.5% | +555.7% | +375.5% |
| All | +1,497.3% | +210.2% | +1,287.0% | +529.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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