-3.5%
HD vs UMC
+121.2%
-124.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -0.5% | +17.8% | -18.3% | -0.5% |
| 30D | +18.5% | -29.6% | +48.1% | +18.7% |
| 3M | +2.2% | -18.4% | +20.5% | +2.0% |
| 6M | +13.8% | -0.1% | +14.0% | +11.3% |
| YTD | +3.4% | +104.0% | -100.6% | +0.3% |
| 1Y | -3.5% | +121.5% | -125.0% | -4.0% |
| All | -3.5% | +121.2% | -124.7% | -4.0% |
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