+1,187.0%
UMC vs HWM
+1,258.6%
-71.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +11.2% | +7.3% | +3.9% | +9.3% |
| 30D | -28.0% | +1.6% | -29.6% | -28.3% |
| 3M | -20.5% | -21.9% | +1.3% | -15.8% |
| 6M | -1.6% | -19.0% | +17.5% | +3.4% |
| YTD | +99.4% | +7.9% | +91.4% | +94.2% |
| 1Y | +120.4% | +9.9% | +110.5% | +113.5% |
| 3Y | +134.2% | +342.1% | -207.9% | +58.1% |
| 5Y | +78.8% | +600.8% | -521.9% | +8.4% |
| 10Y | +1,280.4% | +1,493.8% | -213.4% | +600.7% |
| All | +1,187.0% | +1,258.6% | -71.7% | +552.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling