+82.2%
UBER vs HWM
+1,467.7%
-1,385.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.9% | -2.1% | -1.8% | -3.1% |
| 30D | +11.1% | -11.0% | +22.1% | +16.6% |
| 3M | +4.9% | +4.0% | +0.9% | +1.7% |
| 6M | -1.2% | -0.2% | -0.9% | -3.1% |
| YTD | -7.3% | +26.7% | -33.9% | -19.5% |
| 1Y | -17.6% | +44.7% | -62.4% | -33.2% |
| 3Y | +61.1% | +426.1% | -365.0% | -35.6% |
| 5Y | +87.9% | +738.5% | -650.6% | -40.6% |
| All | +82.2% | +1,467.7% | -1,385.5% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling