+344.2%
HWM vs USAR
-19.4%
+363.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | +7.3% | -0.8% | +8.1% | +7.3% |
| 30D | +1.6% | -20.9% | +22.5% | +1.9% |
| 3M | -21.9% | -56.2% | +34.3% | -21.1% |
| 6M | -19.0% | -67.9% | +48.9% | -18.2% |
| YTD | +7.9% | -31.4% | +39.4% | +8.9% |
| 1Y | +9.9% | -45.1% | +55.0% | +10.8% |
| 3Y | +342.1% | -20.3% | +362.4% | +423.5% |
| All | +344.2% | -19.4% | +363.6% | +445.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling