+12.4%
HAL vs UMAC
+488.3%
-475.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.8% |
| 7D | -3.3% | -4.0% | +0.7% | -3.2% |
| 30D | +7.2% | -9.4% | +16.6% | +7.3% |
| 3M | -8.8% | +3.0% | -11.8% | -9.3% |
| 6M | +3.0% | +27.2% | -24.2% | +0.7% |
| YTD | +29.4% | +84.7% | -55.3% | +24.4% |
| 1Y | +62.8% | +136.5% | -73.6% | +54.5% |
| All | +12.4% | +488.3% | -475.8% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling