+608.0%
HWM vs ALM
+387.9%
+220.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | 0.0% |
| 7D | +11.1% | -4.0% | +15.2% | +11.4% |
| 30D | +3.0% | -30.5% | +33.5% | +4.8% |
| 3M | -20.7% | -46.9% | +26.2% | -18.5% |
| 6M | -17.2% | -65.5% | +48.3% | -13.6% |
| YTD | +9.1% | -13.4% | +22.5% | +8.3% |
| 1Y | +9.0% | +9.8% | -0.7% | +7.0% |
| 3Y | +353.8% | +783.1% | -429.3% | +300.6% |
| 5Y | +608.0% | +378.3% | +229.8% | +548.9% |
| All | +608.0% | +387.9% | +220.1% | +548.9% |
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