+3.1%
HD vs UMC
+252.5%
-249.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.3% | -2.7% |
| 7D | -1.2% | +6.6% | -7.8% | -1.7% |
| 30D | -11.1% | +16.6% | -27.7% | -12.3% |
| 3M | +2.0% | +11.0% | -9.0% | -0.2% |
| 6M | -10.5% | +131.3% | -141.7% | -20.9% |
| YTD | -6.9% | +182.5% | -189.3% | -21.1% |
| 1Y | -23.2% | +222.3% | -245.4% | -36.7% |
| 3Y | +3.1% | +253.0% | -250.0% | -22.2% |
| All | +3.1% | +252.5% | -249.5% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling