+123.6%
HAL vs UMC
+259.6%
-136.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -1.7% |
| 7D | +2.9% | +5.0% | -2.0% | +1.6% |
| 30D | +17.0% | +7.7% | +9.4% | +14.6% |
| 3M | -9.7% | +1.7% | -11.3% | -12.4% |
| 6M | +8.6% | +113.9% | -105.3% | -14.8% |
| YTD | +33.0% | +168.9% | -135.9% | -3.3% |
| 1Y | +68.3% | +207.2% | -138.9% | +17.8% |
| 3Y | +0.1% | +227.7% | -227.6% | -32.3% |
| 5Y | +102.6% | +118.0% | -15.4% | +48.0% |
| 10Y | +3.8% | +1,682.1% | -1,678.3% | -59.8% |
| All | +123.6% | +259.6% | -136.0% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling