+269.4%
HWM vs UMAC
+508.0%
-238.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.7% |
| 7D | -8.0% | +3.3% | -11.3% | -8.2% |
| 30D | -18.0% | -10.4% | -7.6% | -17.9% |
| 3M | -9.5% | +1.8% | -11.3% | -10.0% |
| 6M | -8.4% | +40.7% | -49.1% | -10.5% |
| YTD | +13.6% | +90.9% | -77.3% | +9.7% |
| 1Y | +30.2% | +151.8% | -121.5% | +24.4% |
| All | +269.4% | +508.0% | -238.6% | +239.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling