+1,523.0%
HWM vs ALLY
+189.4%
+1,333.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.3% |
| 7D | +3.3% | +0.9% | +2.4% | +2.7% |
| 30D | -7.6% | +3.1% | -10.7% | -9.3% |
| 3M | -28.9% | -12.6% | -16.4% | -23.9% |
| 6M | -19.7% | -12.4% | -7.2% | -14.5% |
| YTD | +0.5% | -13.2% | +13.7% | +6.7% |
| 1Y | +0.3% | +1.8% | -1.6% | -2.5% |
| 3Y | +325.8% | +58.0% | +267.9% | +204.8% |
| 5Y | +524.7% | -8.4% | +533.2% | +477.1% |
| All | +1,523.0% | +189.4% | +1,333.6% | +558.1% |
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