+315.7%
HWM vs ALLY
+57.0%
+258.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | -13.3% | +4.2% | -17.4% | -14.6% |
| 3M | -31.0% | -12.4% | -18.6% | -27.9% |
| 6M | -17.1% | -8.7% | -8.5% | -14.8% |
| YTD | -1.9% | -11.6% | +9.8% | +1.6% |
| 1Y | -2.4% | +0.2% | -2.6% | -3.2% |
| All | +315.7% | +57.0% | +258.7% | +295.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling