+577.9%
HWM vs ALLY
-10.0%
+587.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +7.3% | +0.4% | +6.9% | +7.1% |
| 30D | +1.6% | +5.2% | -3.7% | -0.4% |
| 3M | -21.9% | -13.3% | -8.6% | -17.9% |
| 6M | -19.0% | -6.7% | -12.4% | -17.2% |
| YTD | +7.9% | -12.8% | +20.8% | +12.5% |
| 1Y | +9.9% | +0.7% | +9.3% | +8.7% |
| 3Y | +342.1% | +65.2% | +276.9% | +255.4% |
| All | +577.9% | -10.0% | +587.9% | +640.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling