+1,352.0%
HWM vs ALLE
+229.8%
+1,122.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.1% |
| 7D | -2.4% | 0.0% | -2.5% | -2.4% |
| 30D | -13.3% | +20.6% | -33.8% | -23.9% |
| 3M | -31.0% | +11.4% | -42.4% | -36.5% |
| 6M | -17.1% | +42.5% | -59.7% | -35.8% |
| YTD | -1.9% | +18.9% | -20.8% | -15.1% |
| 1Y | -2.4% | +14.2% | -16.6% | -13.3% |
| 3Y | +322.2% | +90.7% | +231.5% | +148.2% |
| 5Y | +509.8% | +52.5% | +457.4% | +311.0% |
| 10Y | +1,453.8% | +231.2% | +1,222.6% | +501.0% |
| All | +1,352.0% | +229.8% | +1,122.1% | +460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling