+640.6%
HWM vs ALNY
+30.0%
+610.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.6% |
| 7D | -12.5% | -6.4% | -6.1% | -11.9% |
| 30D | -19.0% | +11.9% | -30.9% | -19.9% |
| 3M | -8.6% | -15.0% | +6.4% | -7.9% |
| 6M | -10.2% | -23.2% | +13.1% | -8.5% |
| YTD | +11.3% | -37.8% | +49.1% | +15.5% |
| 1Y | +24.3% | -47.3% | +71.5% | +30.9% |
| 3Y | +382.3% | +22.9% | +359.4% | +360.1% |
| 5Y | +640.6% | +30.6% | +610.0% | +577.7% |
| All | +640.6% | +30.0% | +610.6% | +577.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling