+630.1%
GH vs UMAC
+549.5%
+80.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.3% | -9.6% | -0.8% |
| 7D | -2.1% | +14.7% | -16.8% | -2.8% |
| 30D | -4.5% | -0.5% | -4.0% | -4.8% |
| 3M | +28.9% | +0.5% | +28.4% | +27.5% |
| 6M | +76.5% | +57.9% | +18.6% | +68.2% |
| YTD | +57.6% | +103.9% | -46.3% | +47.6% |
| 1Y | +167.5% | +159.3% | +8.3% | +144.9% |
| All | +630.1% | +549.5% | +80.6% | +498.4% |
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