+1,573.3%
HWM vs UL
+85.8%
+1,487.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.0% | -9.7% | -10.3% |
| 7D | -9.2% | -1.3% | -7.9% | -8.7% |
| 30D | -17.9% | +0.9% | -18.8% | -18.2% |
| 3M | -6.0% | +14.2% | -20.3% | -11.5% |
| 6M | -7.4% | -3.2% | -4.2% | -6.9% |
| YTD | +13.1% | -0.3% | +13.4% | +12.2% |
| 1Y | +29.3% | -8.8% | +38.1% | +32.5% |
| 3Y | +389.9% | +23.9% | +366.1% | +327.5% |
| 5Y | +655.5% | +21.4% | +634.2% | +554.5% |
| All | +1,573.3% | +85.8% | +1,487.5% | +1,182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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