+655.9%
HWM vs ULTA
+40.7%
+615.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -8.0% | -1.8% | -6.3% | -7.6% |
| 30D | -18.0% | -1.2% | -16.8% | -17.8% |
| 3M | -9.5% | +13.4% | -22.9% | -12.7% |
| 6M | -8.4% | -15.6% | +7.2% | -5.1% |
| YTD | +13.6% | -10.4% | +24.1% | +15.8% |
| 1Y | +30.2% | +5.5% | +24.8% | +26.5% |
| 3Y | +392.2% | +31.0% | +361.2% | +327.1% |
| All | +655.9% | +40.7% | +615.2% | +497.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling