+62.8%
HAL vs UMC
+227.6%
-164.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -2.9% |
| 7D | -3.3% | +11.4% | -14.7% | -3.2% |
| 30D | +7.2% | +16.8% | -9.6% | +7.3% |
| 3M | -8.8% | +19.1% | -27.9% | -8.7% |
| 6M | +3.0% | +137.4% | -134.5% | +1.5% |
| YTD | +29.4% | +186.4% | -157.0% | +29.4% |
| 1Y | +62.8% | +229.1% | -166.2% | +57.9% |
| All | +62.8% | +227.6% | -164.8% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling