+1,523.0%
HWM vs ALLE
+222.4%
+1,300.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +3.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.7% |
| 30D | -7.6% | +25.3% | -32.9% | -21.1% |
| 3M | -28.9% | +10.3% | -39.2% | -34.2% |
| 6M | -19.7% | +38.0% | -57.7% | -36.5% |
| YTD | +0.5% | +17.8% | -17.2% | -12.5% |
| 1Y | +0.3% | +13.6% | -13.3% | -10.7% |
| 3Y | +325.8% | +89.2% | +236.6% | +151.2% |
| 5Y | +524.7% | +51.1% | +473.7% | +323.1% |
| All | +1,523.0% | +222.4% | +1,300.5% | +531.2% |
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