+1,579.2%
HWM vs ALLY
+201.0%
+1,378.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.1% | +4.6% |
| 7D | +1.6% | -0.2% | +1.8% | +1.5% |
| 30D | -3.9% | +3.4% | -7.4% | -5.9% |
| 3M | -23.2% | -11.1% | -12.2% | -18.5% |
| 6M | -20.0% | -11.5% | -8.5% | -15.2% |
| YTD | +5.7% | -12.3% | +18.0% | +11.6% |
| 1Y | +4.9% | +1.1% | +3.8% | +2.4% |
| 3Y | +347.0% | +64.8% | +282.2% | +212.3% |
| 5Y | +563.0% | -6.9% | +569.9% | +506.3% |
| 10Y | +1,579.2% | +194.9% | +1,384.2% | +543.0% |
| All | +1,579.2% | +201.0% | +1,378.1% | +543.0% |
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