+1,516.8%
HWM vs ALLY
+182.4%
+1,334.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.4% |
| 7D | +5.0% | -2.8% | +7.7% | +6.5% |
| 30D | +1.5% | +1.9% | -0.4% | +0.3% |
| 3M | -20.3% | -12.1% | -8.2% | -15.0% |
| 6M | -18.0% | -9.0% | -9.0% | -14.4% |
| YTD | +9.5% | -12.9% | +22.4% | +16.0% |
| 1Y | +7.5% | -0.1% | +7.5% | +5.6% |
| 3Y | +355.7% | +64.6% | +291.1% | +218.7% |
| 5Y | +610.2% | -10.1% | +620.3% | +564.7% |
| 10Y | +1,516.8% | +176.7% | +1,340.1% | +568.2% |
| All | +1,516.8% | +182.4% | +1,334.4% | +568.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling