+240.3%
UMC vs HWM
+24.8%
+215.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | +9.0% | -11.4% | +20.4% | +12.5% |
| 30D | +17.2% | -18.5% | +35.7% | +24.5% |
| 3M | +11.4% | -13.2% | +24.6% | +15.6% |
| 6M | +137.5% | -8.7% | +146.2% | +139.7% |
| YTD | +193.1% | +12.2% | +180.9% | +182.6% |
| 1Y | +240.3% | +24.9% | +215.4% | +212.7% |
| All | +240.3% | +24.8% | +215.5% | +212.7% |
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