+248.1%
HD vs UMC
+1,304.8%
-1,056.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -0.5% | +17.8% | -18.3% | -2.7% |
| 30D | +18.5% | -29.6% | +48.1% | +23.8% |
| 3M | +2.2% | -18.4% | +20.5% | +4.0% |
| 6M | +13.8% | -0.1% | +14.0% | +9.9% |
| YTD | +3.4% | +104.0% | -100.6% | -13.0% |
| 1Y | -3.5% | +121.5% | -125.0% | -20.1% |
| 3Y | +29.0% | +135.0% | -106.0% | +4.0% |
| 5Y | +6.1% | +83.0% | -76.9% | -13.0% |
| All | +248.1% | +1,304.8% | -1,056.7% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling