-9.3%
HAL vs UMC
+137.2%
-146.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | +2.6% | +17.8% | -15.2% | +1.1% |
| 30D | -0.1% | -29.6% | +29.5% | +2.7% |
| 3M | -1.1% | -18.4% | +17.2% | -0.3% |
| 6M | -20.7% | -0.1% | -20.6% | -24.3% |
| YTD | +17.5% | +104.0% | -86.5% | -5.1% |
| 1Y | +24.1% | +121.5% | -97.4% | -2.3% |
| All | -9.3% | +137.2% | -146.4% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling