+111.9%
HAL vs UMC
+145.1%
-33.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.3% |
| 7D | -1.3% | +13.6% | -14.9% | -3.4% |
| 30D | +10.9% | +20.8% | -9.9% | +7.3% |
| 3M | -5.8% | +16.1% | -22.0% | -10.2% |
| 6M | +8.1% | +137.3% | -129.2% | -13.3% |
| YTD | +33.2% | +193.8% | -160.6% | -0.5% |
| 1Y | +74.2% | +236.1% | -161.9% | +24.7% |
| 3Y | -3.7% | +267.1% | -270.8% | -34.2% |
| 5Y | +111.9% | +145.3% | -33.4% | +43.7% |
| All | +111.9% | +145.1% | -33.2% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling