+145.7%
HBAN vs UMC
+292.0%
-146.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | -1.0% | +9.0% | -10.0% | -3.2% |
| 30D | -5.6% | +17.2% | -22.8% | -9.5% |
| 3M | -1.1% | +11.4% | -12.6% | -6.1% |
| 6M | +9.9% | +137.5% | -127.6% | -15.4% |
| YTD | -0.9% | +193.1% | -194.1% | -28.8% |
| 1Y | -1.4% | +240.3% | -241.7% | -32.0% |
| 3Y | +78.2% | +262.2% | -184.0% | +18.5% |
| 5Y | +37.0% | +143.1% | -106.1% | -1.5% |
| 10Y | +158.9% | +1,853.0% | -1,694.1% | -2.3% |
| All | +145.7% | +292.0% | -146.3% | -14.7% |
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 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