+139.7%
UMC vs HWM
+353.4%
-213.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +17.8% | +11.1% | +6.7% | +14.1% |
| 30D | -29.6% | +3.0% | -32.6% | -30.2% |
| 3M | -18.4% | -20.7% | +2.3% | -13.2% |
| 6M | -0.1% | -17.2% | +17.1% | +4.7% |
| YTD | +104.0% | +9.1% | +95.0% | +97.3% |
| 1Y | +121.5% | +9.0% | +112.5% | +113.9% |
| All | +139.7% | +353.4% | -213.7% | +57.7% |
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 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