-2.7%
DHI vs UMAC
+473.8%
-476.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.8% |
| 7D | -3.4% | -3.4% | 0.0% | -3.4% |
| 30D | -5.4% | -15.1% | +9.7% | -5.3% |
| 3M | -10.4% | -10.8% | +0.3% | -10.5% |
| 6M | -2.8% | +15.7% | -18.4% | -3.9% |
| YTD | -3.4% | +80.1% | -83.6% | -5.6% |
| 1Y | -22.9% | +116.7% | -139.6% | -25.3% |
| All | -2.7% | +473.8% | -476.4% | -13.1% |
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