+741.5%
HWM vs ALLY
+1.6%
+739.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -2.1% | +3.7% | -5.8% | -3.4% |
| 30D | -11.0% | -2.3% | -8.7% | -10.3% |
| 3M | +4.0% | +3.8% | +0.2% | +2.5% |
| 6M | -0.2% | +9.7% | -9.9% | -3.7% |
| YTD | +26.7% | -1.4% | +28.1% | +26.4% |
| 1Y | +44.7% | +8.2% | +36.5% | +39.1% |
| 3Y | +426.1% | +66.5% | +359.6% | +321.0% |
| All | +741.5% | +1.6% | +739.9% | +719.9% |
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