+1,773.8%
HWM vs ALLE
+175.9%
+1,597.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -11.0% | -6.8% | -4.2% | -7.0% |
| 3M | +4.0% | +21.0% | -17.0% | -9.5% |
| 6M | -0.2% | +1.1% | -1.3% | -2.2% |
| YTD | +26.7% | -0.5% | +27.2% | +24.4% |
| 1Y | +44.7% | -7.3% | +52.0% | +48.5% |
| 3Y | +426.1% | +42.3% | +383.8% | +282.0% |
| 5Y | +738.5% | +13.5% | +725.0% | +605.4% |
| All | +1,773.8% | +175.9% | +1,597.9% | +721.2% |
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 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