+3.2%
HAL vs UMC
+1,818.5%
-1,815.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -2.3% |
| 7D | -3.3% | +11.4% | -14.7% | -5.7% |
| 30D | +7.2% | +16.8% | -9.6% | +3.2% |
| 3M | -8.8% | +19.1% | -27.9% | -14.8% |
| 6M | +3.0% | +137.4% | -134.5% | -21.2% |
| YTD | +29.4% | +186.4% | -157.0% | -7.7% |
| 1Y | +62.8% | +229.1% | -166.2% | +11.2% |
| 3Y | -6.4% | +257.9% | -264.3% | -38.9% |
| 5Y | +103.6% | +137.5% | -33.9% | +43.8% |
| All | +3.2% | +1,818.5% | -1,815.3% | -67.5% |
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