+1,490.9%
HWM vs ALLE
+208.6%
+1,282.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +11.1% | +1.6% | +9.6% | +10.1% |
| 30D | +3.0% | +24.1% | -21.1% | -11.3% |
| 3M | -20.7% | +14.8% | -35.6% | -28.4% |
| 6M | -17.2% | +45.9% | -63.1% | -36.8% |
| YTD | +9.1% | +20.7% | -11.7% | -6.5% |
| 1Y | +9.0% | +14.2% | -5.1% | -3.0% |
| 3Y | +353.8% | +90.7% | +263.2% | +167.4% |
| 5Y | +608.0% | +50.6% | +557.5% | +384.2% |
| All | +1,490.9% | +208.6% | +1,282.4% | +529.4% |
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