+1.1%
CHD vs UMAC
+508.0%
-506.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -1.4% |
| 7D | -4.2% | +3.3% | -7.4% | -4.1% |
| 30D | -7.6% | -10.4% | +2.8% | -7.6% |
| 3M | -1.6% | +1.8% | -3.4% | -1.4% |
| 6M | -6.3% | +40.7% | -47.1% | -5.7% |
| YTD | +14.6% | +90.9% | -76.3% | +15.6% |
| 1Y | +1.6% | +151.8% | -150.2% | +2.6% |
| All | +1.1% | +508.0% | -506.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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