+7.5%
HWM vs URA
-26.7%
+34.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.9% |
| 7D | +5.0% | +2.9% | +2.1% | +4.3% |
| 30D | +1.5% | -10.8% | +12.3% | +3.9% |
| 3M | -20.3% | -25.5% | +5.2% | -15.6% |
| 6M | -18.0% | -41.2% | +23.2% | -8.4% |
| YTD | +9.5% | -21.3% | +30.8% | +8.7% |
| 1Y | +7.5% | -25.7% | +33.2% | +7.1% |
| All | +7.5% | -26.7% | +34.2% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling