+1,635.7%
UMC vs HWM
+1,494.1%
+141.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +5.0% | -2.1% | +7.1% | +5.4% |
| 30D | +7.7% | -11.0% | +18.7% | +10.7% |
| 3M | +1.7% | +4.0% | -2.4% | +0.5% |
| 6M | +113.9% | -0.2% | +114.1% | +113.3% |
| YTD | +168.9% | +26.7% | +142.2% | +152.3% |
| 1Y | +207.2% | +44.7% | +162.5% | +178.3% |
| 3Y | +227.7% | +426.1% | -198.4% | +112.0% |
| 5Y | +118.0% | +738.5% | -620.5% | +26.7% |
| All | +1,635.7% | +1,494.1% | +141.6% | +748.0% |
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