+70.0%
UBER vs HWM
+1,255.4%
-1,185.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.1% |
| 7D | +1.2% | +5.0% | -3.8% | -1.1% |
| 30D | -1.1% | +1.5% | -2.7% | -2.6% |
| 3M | -10.0% | -20.3% | +10.3% | -1.8% |
| 6M | -7.2% | -18.0% | +10.8% | -1.0% |
| YTD | -13.5% | +9.5% | -23.0% | -20.7% |
| 1Y | -24.5% | +7.5% | -32.0% | -30.3% |
| 3Y | +37.0% | +355.7% | -318.6% | -42.2% |
| 5Y | +63.3% | +610.2% | -546.9% | -44.9% |
| All | +70.0% | +1,255.4% | -1,185.4% | -64.9% |
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