+24.9%
HWM vs ALNY
-47.6%
+72.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | -11.4% | -6.5% | -4.9% | -11.1% |
| 30D | -18.5% | +11.0% | -29.5% | -18.8% |
| 3M | -13.2% | -14.1% | +0.9% | -12.8% |
| 6M | -8.7% | -22.4% | +13.7% | -6.9% |
| YTD | +12.2% | -37.5% | +49.6% | +15.3% |
| 1Y | +24.9% | -46.9% | +71.8% | +28.7% |
| All | +24.9% | -47.6% | +72.5% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling