+56.4%
UBER vs HWM
+565.4%
-509.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +1.6% |
| 7D | +6.7% | +1.6% | +5.1% | +5.6% |
| 30D | -0.5% | -3.9% | +3.5% | +0.5% |
| 3M | -5.1% | -23.2% | +18.1% | +5.2% |
| 6M | -5.7% | -20.0% | +14.3% | +1.6% |
| YTD | -12.9% | +5.7% | -18.6% | -19.9% |
| 1Y | -22.6% | +4.9% | -27.5% | -28.6% |
| 3Y | +42.2% | +347.0% | -304.8% | -52.6% |
| 5Y | +56.4% | +563.0% | -506.6% | -63.2% |
| All | +56.4% | +565.4% | -509.0% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling