+1,773.8%
HWM vs ULTA
+132.3%
+1,641.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.9% |
| 7D | -2.1% | +9.0% | -11.1% | -5.3% |
| 30D | -11.0% | +4.6% | -15.6% | -12.9% |
| 3M | +4.0% | +22.0% | -17.9% | -4.3% |
| 6M | -0.2% | -14.7% | +14.5% | +4.4% |
| YTD | +26.7% | -6.8% | +33.4% | +27.7% |
| 1Y | +44.7% | +6.5% | +38.2% | +37.4% |
| 3Y | +426.1% | +35.6% | +390.5% | +328.1% |
| 5Y | +738.5% | +47.6% | +690.9% | +531.9% |
| All | +1,773.8% | +132.3% | +1,641.5% | +934.2% |
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