+67.6%
UBER vs HWM
+1,236.1%
-1,168.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | +1.6% | +7.3% | -5.7% | -1.5% |
| 30D | +0.6% | +1.6% | -1.0% | -0.9% |
| 3M | -8.2% | -21.9% | +13.7% | +1.1% |
| 6M | -6.7% | -19.0% | +12.3% | +0.1% |
| YTD | -14.7% | +7.9% | -22.7% | -21.3% |
| 1Y | -24.1% | +9.9% | -34.0% | -30.7% |
| 3Y | +33.4% | +342.1% | -308.7% | -42.9% |
| 5Y | +54.5% | +600.8% | -546.3% | -47.6% |
| All | +67.6% | +1,236.1% | -1,168.5% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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