-23.9%
HD vs UMC
+227.6%
-251.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -3.9% | +11.4% | -15.3% | -4.1% |
| 30D | -13.1% | +16.8% | -29.9% | -13.4% |
| 3M | -3.4% | +19.1% | -22.5% | -4.6% |
| 6M | -12.6% | +137.4% | -150.0% | -16.7% |
| YTD | -9.2% | +186.4% | -195.6% | -12.9% |
| 1Y | -23.9% | +229.1% | -253.0% | -27.1% |
| All | -23.9% | +227.6% | -251.6% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling