-25.5%
UBER vs HWM
+30.4%
-55.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -7.0% | -8.0% | +1.0% | -5.9% |
| 30D | -8.9% | -18.0% | +9.1% | -6.6% |
| 3M | +1.0% | -9.5% | +10.5% | +0.9% |
| 6M | -3.7% | -8.4% | +4.6% | -4.9% |
| YTD | -13.0% | +13.6% | -26.6% | -19.7% |
| 1Y | -25.5% | +30.2% | -55.8% | -34.5% |
| All | -25.5% | +30.4% | -55.9% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling