+1,559.5%
HWM vs ALNY
+595.4%
+964.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | -11.4% | -6.5% | -4.9% | -10.7% |
| 30D | -18.5% | +11.0% | -29.5% | -19.5% |
| 3M | -13.2% | -14.1% | +0.9% | -12.5% |
| 6M | -8.7% | -22.4% | +13.7% | -6.9% |
| YTD | +12.2% | -37.5% | +49.6% | +17.1% |
| 1Y | +24.9% | -46.9% | +71.8% | +32.8% |
| 3Y | +383.9% | +22.1% | +361.9% | +354.9% |
| 5Y | +646.1% | +31.2% | +615.0% | +574.3% |
| All | +1,559.5% | +595.4% | +964.0% | +1,024.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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