+1,773.8%
HWM vs UL
+87.8%
+1,686.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | -11.0% | +0.5% | -11.5% | -11.3% |
| 3M | +4.0% | +17.6% | -13.6% | -3.2% |
| 6M | -0.2% | -5.4% | +5.1% | +1.2% |
| YTD | +26.7% | +0.7% | +25.9% | +25.1% |
| 1Y | +44.7% | -9.3% | +54.0% | +48.7% |
| 3Y | +426.1% | +24.5% | +401.6% | +358.2% |
| 5Y | +738.5% | +23.2% | +715.3% | +621.2% |
| All | +1,773.8% | +87.8% | +1,686.0% | +1,329.5% |
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