+9.2%
HBAN vs UMC
+112.5%
-103.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.3% |
| 7D | +2.3% | -14.7% | +17.0% | +2.7% |
| 30D | +5.0% | -32.9% | +37.9% | +6.1% |
| 3M | -7.6% | -22.2% | +14.5% | -7.1% |
| 6M | +1.3% | +25.9% | -24.6% | -1.6% |
| YTD | -4.7% | +107.9% | -112.6% | -8.4% |
| 1Y | +9.2% | +115.0% | -105.8% | +4.5% |
| All | +9.2% | +112.5% | -103.3% | +4.5% |
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