+1,579.2%
HWM vs ALM
+2,221.4%
-642.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +4.8% |
| 7D | +1.6% | +0.7% | +0.9% | +1.6% |
| 30D | -3.9% | -26.1% | +22.1% | -2.9% |
| 3M | -23.2% | -38.1% | +14.9% | -22.1% |
| 6M | -20.0% | -55.4% | +35.4% | -18.2% |
| YTD | +5.7% | -0.4% | +6.1% | +4.7% |
| 1Y | +4.9% | +25.4% | -20.5% | +3.0% |
| 3Y | +347.0% | +907.8% | -560.8% | +306.6% |
| 5Y | +563.0% | +440.2% | +122.9% | +507.8% |
| 10Y | +1,579.2% | +2,031.1% | -452.0% | +1,519.4% |
| All | +1,579.2% | +2,221.4% | -642.3% | +1,519.4% |
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