+1,387.4%
HWM vs ALM
+2,074.0%
-686.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.4% |
| 7D | +3.3% | -6.7% | +10.0% | +3.6% |
| 30D | -7.6% | -32.9% | +25.3% | -6.3% |
| 3M | -28.9% | -39.5% | +10.6% | -27.9% |
| 6M | -19.7% | -62.0% | +42.3% | -17.4% |
| YTD | +0.5% | -7.8% | +8.4% | -0.1% |
| 1Y | +0.3% | +26.7% | -26.4% | -1.6% |
| 3Y | +325.8% | +825.4% | -499.5% | +288.6% |
| 5Y | +524.7% | +401.2% | +123.5% | +474.4% |
| 10Y | +1,491.8% | +2,074.0% | -582.3% | +1,445.2% |
| All | +1,387.4% | +2,074.0% | -686.6% | +1,344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling