+342.1%
HWM vs ULTA
+69.8%
+272.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | +7.3% | +2.5% | +4.8% | +6.9% |
| 30D | +1.6% | +11.5% | -9.9% | 0.0% |
| 3M | -21.9% | +28.1% | -50.0% | -24.7% |
| 6M | -19.0% | +34.2% | -53.3% | -22.7% |
| YTD | +7.9% | +9.2% | -1.3% | +6.3% |
| 1Y | +9.9% | +23.7% | -13.8% | +6.1% |
| 3Y | +342.1% | +69.2% | +273.0% | +286.5% |
| All | +342.1% | +69.8% | +272.4% | +286.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling