+6.7%
HCA vs UMAC
+129.0%
-122.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +1.3% |
| 7D | +5.4% | -3.4% | +8.8% | +5.4% |
| 30D | +3.0% | -15.1% | +18.1% | +2.9% |
| 3M | +13.0% | -10.8% | +23.8% | +13.4% |
| 6M | -20.3% | +15.7% | -35.9% | -20.1% |
| YTD | -8.2% | +80.1% | -88.4% | -8.4% |
| 1Y | +6.7% | +116.7% | -110.0% | +5.9% |
| All | +6.7% | +129.0% | -122.3% | +5.9% |
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