+1,497.0%
HWM vs ULTA
+172.1%
+1,325.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | +7.3% | +2.5% | +4.8% | +6.3% |
| 30D | +1.6% | +11.5% | -9.9% | -2.7% |
| 3M | -21.9% | +28.1% | -50.0% | -29.2% |
| 6M | -19.0% | +34.2% | -53.3% | -28.4% |
| YTD | +7.9% | +9.2% | -1.3% | +2.3% |
| 1Y | +9.9% | +23.7% | -13.8% | -1.4% |
| 3Y | +342.1% | +69.2% | +273.0% | +229.2% |
| 5Y | +600.8% | +66.6% | +534.2% | +407.9% |
| 10Y | +1,493.8% | +176.6% | +1,317.2% | +725.1% |
| All | +1,497.0% | +172.1% | +1,325.0% | +728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling