+83.0%
UMC vs HWM
+606.1%
-523.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +17.8% | +11.1% | +6.7% | +13.1% |
| 30D | -29.6% | +3.0% | -32.6% | -30.4% |
| 3M | -18.4% | -20.7% | +2.3% | -11.4% |
| 6M | -0.1% | -17.2% | +17.1% | +6.5% |
| YTD | +104.0% | +9.1% | +95.0% | +93.4% |
| 1Y | +121.5% | +9.0% | +112.5% | +109.5% |
| 3Y | +135.0% | +353.8% | -218.8% | +6.3% |
| 5Y | +83.0% | +608.0% | -525.0% | -37.3% |
| All | +83.0% | +606.1% | -523.0% | -37.3% |
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