+1,523.0%
HWM vs URA
+278.3%
+1,244.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -1.9% | +0.8% |
| 7D | +3.3% | -4.1% | +7.4% | +4.9% |
| 30D | -7.6% | -19.0% | +11.4% | -0.3% |
| 3M | -28.9% | -25.1% | -3.8% | -21.8% |
| 6M | -19.7% | -44.5% | +24.8% | -2.0% |
| YTD | +0.5% | -24.3% | +24.9% | +6.5% |
| 1Y | +0.3% | -28.1% | +28.4% | +7.9% |
| 3Y | +325.8% | +40.7% | +285.2% | +224.3% |
| 5Y | +524.7% | +35.5% | +489.3% | +358.9% |
| All | +1,523.0% | +278.3% | +1,244.7% | +422.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling