+335.0%
HWM vs USAR
-13.4%
+348.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.5% | -1.4% | +5.0% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | -3.9% | -30.3% | +26.3% | -3.5% |
| 3M | -23.2% | -54.7% | +31.4% | -22.5% |
| 6M | -20.0% | -67.5% | +47.5% | -19.2% |
| YTD | +5.7% | -26.4% | +32.1% | +6.5% |
| 1Y | +4.9% | -49.5% | +54.4% | +5.5% |
| 3Y | +347.0% | -14.5% | +361.4% | +428.7% |
| All | +335.0% | -13.4% | +348.4% | +433.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling