-14.9%
HAL vs UMC
+1,272.7%
-1,287.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +6.1% | +11.2% | -5.1% | +3.6% |
| 30D | +2.9% | -28.0% | +30.9% | +9.8% |
| 3M | +3.3% | -20.5% | +23.9% | +6.8% |
| 6M | -16.9% | -1.6% | -15.4% | -21.3% |
| YTD | +21.2% | +99.4% | -78.2% | -7.7% |
| 1Y | +27.5% | +120.4% | -92.9% | -5.7% |
| 3Y | -6.4% | +134.2% | -140.7% | -33.6% |
| 5Y | +58.0% | +78.8% | -20.8% | +16.7% |
| All | -14.9% | +1,272.7% | -1,287.6% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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