+536.9%
HWM vs ALM
+396.4%
+140.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.3% |
| 7D | +3.3% | -6.7% | +10.0% | +3.7% |
| 30D | -7.6% | -32.9% | +25.3% | -5.8% |
| 3M | -28.9% | -39.5% | +10.6% | -27.5% |
| 6M | -19.7% | -62.0% | +42.3% | -16.6% |
| YTD | +0.5% | -7.8% | +8.4% | -0.5% |
| 1Y | +0.3% | +26.7% | -26.4% | -2.3% |
| 3Y | +325.8% | +825.4% | -499.5% | +274.7% |
| All | +536.9% | +396.4% | +140.5% | +483.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling