+97.6%
HAL vs UMC
+172.9%
-75.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +2.6% | +17.8% | -15.2% | -1.6% |
| 30D | -0.1% | -29.6% | +29.5% | +8.2% |
| 3M | -1.1% | -18.4% | +17.2% | +2.2% |
| 6M | -20.7% | -0.1% | -20.6% | -24.7% |
| YTD | +17.5% | +104.0% | -86.5% | -9.8% |
| 1Y | +24.1% | +121.5% | -97.4% | -6.9% |
| 3Y | -8.4% | +135.0% | -143.4% | -33.6% |
| 5Y | +53.2% | +83.0% | -29.8% | +15.3% |
| 10Y | -17.2% | +1,312.7% | -1,329.9% | -66.5% |
| All | +97.6% | +172.9% | -75.2% | -27.6% |
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