+1,748.5%
UMC vs HWM
+1,301.3%
+447.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.0% |
| 7D | +11.4% | -12.5% | +23.9% | +14.8% |
| 30D | +16.8% | -19.0% | +35.8% | +22.5% |
| 3M | +19.1% | -8.6% | +27.7% | +21.4% |
| 6M | +137.4% | -10.2% | +147.6% | +142.3% |
| YTD | +186.4% | +11.3% | +175.0% | +176.7% |
| 1Y | +229.1% | +24.3% | +204.8% | +208.9% |
| 3Y | +257.9% | +382.3% | -124.4% | +136.1% |
| 5Y | +137.5% | +640.6% | -503.1% | +42.0% |
| All | +1,748.5% | +1,301.3% | +447.3% | +830.0% |
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