+7.5%
HWM vs USAR
-52.4%
+59.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +1.9% |
| 7D | +5.0% | +0.8% | +4.2% | +4.8% |
| 30D | +1.5% | -30.1% | +31.6% | +3.7% |
| 3M | -20.3% | -56.3% | +36.0% | -16.2% |
| 6M | -18.0% | -68.6% | +50.5% | -12.8% |
| YTD | +9.5% | -30.5% | +40.0% | +7.2% |
| 1Y | +7.5% | -53.5% | +61.0% | +7.3% |
| All | +7.5% | -52.4% | +59.9% | +7.3% |
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