+1,490.9%
HWM vs ALLY
+172.1%
+1,318.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +11.1% | -2.1% | +13.3% | +12.4% |
| 30D | +3.0% | +2.0% | +1.0% | +1.6% |
| 3M | -20.7% | -13.3% | -7.4% | -14.8% |
| 6M | -17.2% | -9.9% | -7.3% | -13.1% |
| YTD | +9.1% | -13.5% | +22.6% | +16.0% |
| 1Y | +9.0% | -2.8% | +11.8% | +8.7% |
| 3Y | +353.8% | +63.4% | +290.4% | +218.5% |
| 5Y | +608.0% | -10.9% | +618.9% | +566.0% |
| All | +1,490.9% | +172.1% | +1,318.9% | +564.1% |
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