+1,559.5%
HWM vs ULTA
+125.2%
+1,434.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | 0.0% |
| 7D | -11.4% | -3.1% | -8.4% | -10.3% |
| 30D | -18.5% | +2.8% | -21.3% | -19.5% |
| 3M | -13.2% | +14.8% | -28.0% | -18.3% |
| 6M | -8.7% | -16.2% | +7.5% | -3.8% |
| YTD | +12.2% | -9.6% | +21.8% | +14.5% |
| 1Y | +24.9% | +4.8% | +20.1% | +19.4% |
| 3Y | +383.9% | +30.7% | +353.2% | +299.8% |
| 5Y | +646.1% | +45.9% | +600.3% | +464.4% |
| All | +1,559.5% | +125.2% | +1,434.3% | +827.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling