+325.8%
HWM vs URA
+36.0%
+289.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -1.9% | +1.3% |
| 7D | +3.3% | -4.1% | +7.4% | +4.4% |
| 30D | -7.6% | -19.0% | +11.4% | -2.5% |
| 3M | -28.9% | -25.1% | -3.8% | -24.0% |
| 6M | -19.7% | -44.5% | +24.8% | -7.4% |
| YTD | +0.5% | -24.3% | +24.9% | +4.4% |
| 1Y | +0.3% | -28.1% | +28.4% | +5.4% |
| 3Y | +325.8% | +40.7% | +285.2% | +241.9% |
| All | +325.8% | +36.0% | +289.9% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling