+206.4%
HD vs UMC
+1,863.6%
-1,657.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.7% |
| 7D | -3.8% | +9.0% | -12.8% | -5.1% |
| 30D | -9.4% | +17.2% | -26.7% | -11.7% |
| 3M | -4.6% | +11.4% | -16.0% | -7.6% |
| 6M | -10.1% | +137.5% | -147.6% | -24.1% |
| YTD | -8.3% | +193.1% | -201.4% | -26.1% |
| 1Y | -25.0% | +240.3% | -265.3% | -41.3% |
| 3Y | +1.5% | +262.2% | -260.6% | -22.6% |
| 5Y | +5.6% | +143.1% | -137.6% | -16.2% |
| All | +206.4% | +1,863.6% | -1,657.2% | +60.1% |
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