+1,463.9%
HWM vs UL
+94.8%
+1,369.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.1% | +4.7% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | -3.9% | +7.0% | -10.9% | -6.7% |
| 3M | -23.2% | +5.8% | -29.0% | -25.3% |
| 6M | -20.0% | +16.1% | -36.1% | -25.4% |
| YTD | +5.7% | +4.5% | +1.2% | +2.5% |
| 1Y | +4.9% | -1.3% | +6.2% | +3.9% |
| 3Y | +347.0% | +35.0% | +312.0% | +274.3% |
| 5Y | +563.0% | +31.9% | +531.1% | +451.2% |
| 10Y | +1,579.2% | +99.3% | +1,479.9% | +1,168.4% |
| All | +1,463.9% | +94.8% | +1,369.1% | +1,071.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling