+1,520.0%
HWM vs URA
+285.7%
+1,234.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.7% |
| 7D | +5.0% | +2.9% | +2.1% | +3.9% |
| 30D | +1.5% | -10.8% | +12.3% | +5.7% |
| 3M | -20.3% | -25.5% | +5.2% | -12.1% |
| 6M | -18.0% | -41.2% | +23.2% | -2.1% |
| YTD | +9.5% | -21.3% | +30.8% | +14.3% |
| 1Y | +7.5% | -25.7% | +33.2% | +14.2% |
| 3Y | +355.7% | +43.1% | +312.6% | +245.5% |
| 5Y | +610.2% | +35.6% | +574.6% | +425.2% |
| 10Y | +1,516.8% | +281.3% | +1,235.5% | +426.2% |
| All | +1,520.0% | +285.7% | +1,234.3% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling