+44.7%
HWM vs UMAC
+164.0%
-119.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -11.0% | -7.7% | -3.3% | -10.8% |
| 3M | +4.0% | -26.4% | +30.5% | +4.3% |
| 6M | -0.2% | +61.9% | -62.1% | -5.5% |
| YTD | +26.7% | +86.5% | -59.8% | +17.2% |
| 1Y | +44.7% | +156.3% | -111.6% | +32.9% |
| All | +44.7% | +164.0% | -119.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling