+1,524.1%
HWM vs ALLE
+222.4%
+1,301.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.1% |
| 7D | +3.4% | -0.6% | +3.9% | +3.8% |
| 30D | -7.5% | +25.3% | -32.9% | -21.0% |
| 3M | -28.9% | +10.3% | -39.2% | -34.1% |
| 6M | -19.6% | +38.0% | -57.7% | -36.5% |
| YTD | +0.6% | +17.8% | -17.2% | -12.4% |
| 1Y | +0.3% | +13.6% | -13.3% | -10.7% |
| 3Y | +326.1% | +89.2% | +236.9% | +151.4% |
| 5Y | +525.2% | +51.1% | +474.1% | +323.4% |
| All | +1,524.1% | +222.4% | +1,301.7% | +531.7% |
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