+4.3%
HD vs UMAC
+195.7%
-191.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.8% |
| 7D | -0.5% | +10.1% | -10.6% | -0.6% |
| 30D | +18.5% | -39.1% | +57.6% | +19.0% |
| 3M | +2.2% | -56.2% | +58.4% | +2.9% |
| 6M | +13.8% | -16.2% | +30.1% | +13.3% |
| YTD | +3.4% | -7.1% | +10.5% | +2.3% |
| 1Y | -3.5% | +10.3% | -13.8% | -4.9% |
| All | +4.3% | +195.7% | -191.5% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling