+24.3%
HWM vs ULTA
+5.1%
+19.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -12.5% | -3.9% | -8.7% | -12.1% |
| 30D | -19.0% | -1.1% | -17.9% | -18.7% |
| 3M | -8.6% | +13.8% | -22.4% | -10.0% |
| 6M | -10.2% | -17.2% | +7.1% | -8.2% |
| YTD | +11.3% | -11.5% | +22.8% | +14.0% |
| 1Y | +24.3% | +3.9% | +20.3% | +28.7% |
| All | +24.3% | +5.1% | +19.2% | +28.7% |
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