+71.0%
UBER vs HWM
+1,306.6%
-1,235.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -7.0% | -8.0% | +1.0% | -3.7% |
| 30D | -8.9% | -18.0% | +9.1% | -1.0% |
| 3M | +1.0% | -9.5% | +10.5% | +4.1% |
| 6M | -3.7% | -8.4% | +4.6% | -2.2% |
| YTD | -13.0% | +13.6% | -26.6% | -20.9% |
| 1Y | -25.5% | +30.2% | -55.8% | -36.8% |
| 3Y | +50.5% | +392.2% | -341.8% | -38.3% |
| 5Y | +76.2% | +645.2% | -569.0% | -41.4% |
| All | +71.0% | +1,306.6% | -1,235.6% | -65.0% |
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