+1,061.5%
HD vs UMC
+178.4%
+883.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.9% | -6.8% | -1.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.6% |
| 30D | +20.9% | -28.7% | +49.6% | +28.4% |
| 3M | -0.2% | -15.1% | +14.9% | +1.7% |
| 6M | +14.5% | +5.0% | +9.5% | +8.7% |
| YTD | +4.3% | +108.2% | -103.9% | -16.0% |
| 1Y | -3.5% | +121.7% | -125.2% | -23.4% |
| 3Y | +30.1% | +139.8% | -109.7% | -0.5% |
| 5Y | +8.5% | +85.1% | -76.6% | -14.1% |
| 10Y | +245.3% | +1,341.4% | -1,096.1% | +58.5% |
| All | +1,061.5% | +178.4% | +883.1% | +371.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling