+4.4%
HWM vs ALLY
+4.2%
+0.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.8% | -8.1% | -5.6% |
| 7D | +9.4% | +2.4% | +7.0% | +8.5% |
| 30D | -7.0% | +5.6% | -12.5% | -8.8% |
| 3M | -25.9% | -11.7% | -14.2% | -22.4% |
| 6M | -10.8% | -7.0% | -3.8% | -8.7% |
| YTD | +4.3% | -10.4% | +14.8% | +7.4% |
| 1Y | +4.4% | +2.4% | +2.0% | +2.9% |
| All | +4.4% | +4.2% | +0.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling