+390.3%
HWM vs ULTA
+30.1%
+360.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -8.0% | -1.8% | -6.3% | -7.7% |
| 30D | -18.0% | -1.2% | -16.8% | -17.9% |
| 3M | -9.5% | +13.4% | -22.9% | -11.5% |
| 6M | -8.4% | -15.6% | +7.2% | -6.2% |
| YTD | +13.6% | -10.4% | +24.1% | +15.3% |
| 1Y | +30.2% | +5.5% | +24.8% | +28.4% |
| All | +390.3% | +30.1% | +360.2% | +326.6% |
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