+49.8%
HBM vs UMAC
+2.9%
+46.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.9% | +14.5% | +5.6% |
| 7D | -5.8% | -26.0% | +20.2% | -0.8% |
| 30D | -18.5% | -40.3% | +21.8% | -10.8% |
| 3M | -10.3% | -51.1% | +40.9% | 0.0% |
| 6M | +2.1% | -5.6% | +7.8% | -1.0% |
| YTD | +12.0% | +2.3% | +9.8% | +2.2% |
| 1Y | +49.8% | +7.9% | +41.9% | +36.5% |
| All | +49.8% | +2.9% | +46.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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