+313.7%
HWM vs USAR
-18.7%
+332.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.4% | +2.3% |
| 7D | +3.3% | -14.5% | +17.8% | +3.5% |
| 30D | -7.6% | -37.8% | +30.2% | -7.1% |
| 3M | -28.9% | -52.8% | +23.8% | -28.3% |
| 6M | -19.7% | -71.2% | +51.6% | -18.8% |
| YTD | +0.5% | -30.9% | +31.4% | +1.4% |
| 1Y | +0.3% | -48.0% | +48.3% | +1.0% |
| 3Y | +325.8% | -19.7% | +345.5% | +403.8% |
| All | +313.7% | -18.7% | +332.4% | +408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling