+4.4%
HWM vs USAR
-49.3%
+53.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | -3.9% |
| 7D | +9.4% | -21.8% | +31.2% | +11.1% |
| 30D | -7.0% | -39.9% | +33.0% | -3.9% |
| 3M | -25.9% | -52.5% | +26.7% | -22.5% |
| 6M | -10.8% | -67.9% | +57.1% | -5.4% |
| YTD | +4.3% | -31.1% | +35.4% | +2.5% |
| 1Y | +4.4% | -49.8% | +54.2% | +4.1% |
| All | +4.4% | -49.3% | +53.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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