+1,573.3%
HWM vs ALNY
+627.3%
+946.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.3% | -8.4% | -10.4% |
| 7D | -9.2% | +5.7% | -14.8% | -9.8% |
| 30D | -17.9% | +18.7% | -36.5% | -19.5% |
| 3M | -6.0% | -11.0% | +4.9% | -5.6% |
| 6M | -7.4% | -18.9% | +11.5% | -6.0% |
| YTD | +13.1% | -34.6% | +47.7% | +17.5% |
| 1Y | +29.3% | -42.8% | +72.1% | +36.2% |
| 3Y | +389.9% | +29.1% | +360.8% | +357.5% |
| 5Y | +655.5% | +39.6% | +615.9% | +577.7% |
| All | +1,573.3% | +627.3% | +946.0% | +1,028.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling