+1,474.6%
HWM vs ALM
+2,100.8%
-626.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.8% | -1.3% |
| 7D | +7.3% | +1.2% | +6.1% | +7.2% |
| 30D | +1.6% | -19.3% | +20.9% | +2.4% |
| 3M | -21.9% | -40.6% | +18.8% | -20.6% |
| 6M | -19.0% | -57.9% | +38.9% | -17.0% |
| YTD | +7.9% | -6.7% | +14.6% | +7.1% |
| 1Y | +9.9% | +20.2% | -10.2% | +8.0% |
| 3Y | +342.1% | +879.4% | -537.3% | +301.1% |
| 5Y | +600.8% | +415.3% | +185.5% | +541.3% |
| All | +1,474.6% | +2,100.8% | -626.2% | +1,405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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