+263.0%
UMC vs HWM
+389.8%
-126.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +13.6% | -8.0% | +21.7% | +15.8% |
| 30D | +20.8% | -18.0% | +38.8% | +27.2% |
| 3M | +16.1% | -9.5% | +25.6% | +18.9% |
| 6M | +137.3% | -8.4% | +145.7% | +140.9% |
| YTD | +193.8% | +13.6% | +180.1% | +180.5% |
| 1Y | +236.1% | +30.2% | +205.8% | +207.9% |
| All | +263.0% | +389.8% | -126.8% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling