+4.4%
HWM vs ULTA
+27.7%
-23.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.3% | -4.5% |
| 7D | +9.4% | +6.7% | +2.7% | +9.0% |
| 30D | -7.0% | +21.7% | -28.7% | -8.3% |
| 3M | -25.9% | +21.5% | -47.3% | -26.7% |
| 6M | -10.8% | +27.5% | -38.4% | -12.4% |
| YTD | +4.3% | +9.2% | -4.9% | +5.4% |
| 1Y | +4.4% | +27.9% | -23.5% | +7.3% |
| All | +4.4% | +27.7% | -23.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling