+1,217.0%
UMC vs HWM
+1,272.7%
-55.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +17.8% | +11.1% | +6.7% | +14.7% |
| 30D | -29.6% | +3.0% | -32.6% | -30.1% |
| 3M | -18.4% | -20.7% | +2.3% | -13.9% |
| 6M | -0.1% | -17.2% | +17.1% | +4.3% |
| YTD | +104.0% | +9.1% | +95.0% | +98.2% |
| 1Y | +121.5% | +9.0% | +112.5% | +115.0% |
| 3Y | +135.0% | +353.8% | -218.8% | +57.5% |
| 5Y | +83.0% | +608.0% | -525.0% | +10.6% |
| 10Y | +1,312.7% | +1,510.3% | -197.6% | +615.1% |
| All | +1,217.0% | +1,272.7% | -55.7% | +566.2% |
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