+1,516.8%
HWM vs ALM
+2,084.7%
-568.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.3% |
| 7D | +5.0% | -7.2% | +12.1% | +5.3% |
| 30D | +1.5% | -26.4% | +27.9% | +2.7% |
| 3M | -20.3% | -38.6% | +18.3% | -19.1% |
| 6M | -18.0% | -61.0% | +43.0% | -15.7% |
| YTD | +9.5% | -7.4% | +16.9% | +8.7% |
| 1Y | +7.5% | +14.0% | -6.5% | +5.8% |
| 3Y | +355.7% | +844.4% | -488.8% | +314.0% |
| 5Y | +610.2% | +410.8% | +199.4% | +550.3% |
| 10Y | +1,516.8% | +2,084.7% | -568.0% | +1,447.7% |
| All | +1,516.8% | +2,084.7% | -568.0% | +1,447.7% |
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