+145.3%
UMC vs HWM
+658.8%
-513.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | +13.6% | -8.0% | +21.7% | +16.6% |
| 30D | +20.8% | -18.0% | +38.8% | +29.3% |
| 3M | +16.1% | -9.5% | +25.6% | +19.8% |
| 6M | +137.3% | -8.4% | +145.7% | +142.1% |
| YTD | +193.8% | +13.6% | +180.1% | +174.7% |
| 1Y | +236.1% | +30.2% | +205.8% | +196.4% |
| 3Y | +267.1% | +392.2% | -125.1% | +66.2% |
| 5Y | +145.3% | +645.2% | -499.9% | -9.8% |
| All | +145.3% | +658.8% | -513.6% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling