+1,516.2%
HWM vs UL
+106.3%
+1,409.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.8% | +2.6% | -4.3% | -2.8% |
| 30D | -2.7% | +6.8% | -9.5% | -5.5% |
| 3M | -22.7% | +5.7% | -28.5% | -24.8% |
| 6M | -18.9% | +15.9% | -34.8% | -24.5% |
| YTD | +7.1% | +4.3% | +2.8% | +3.9% |
| 1Y | +4.7% | -0.4% | +5.1% | +3.3% |
| 3Y | +345.6% | +35.0% | +310.6% | +272.2% |
| 5Y | +588.3% | +31.6% | +556.7% | +471.4% |
| 10Y | +1,516.2% | +104.6% | +1,411.5% | +1,105.8% |
| All | +1,516.2% | +106.3% | +1,409.9% | +1,105.8% |
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