+961.4%
HD vs UMC
+259.6%
+701.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.6% | 0.0% |
| 7D | -2.1% | +5.0% | -7.0% | -3.1% |
| 30D | -8.4% | +7.7% | -16.1% | -10.0% |
| 3M | +4.3% | +1.7% | +2.7% | +1.8% |
| 6M | -11.1% | +113.9% | -125.1% | -26.9% |
| YTD | -4.7% | +168.9% | -173.6% | -26.2% |
| 1Y | -19.8% | +207.2% | -227.0% | -39.9% |
| 3Y | +4.1% | +227.7% | -223.6% | -24.4% |
| 5Y | +10.3% | +118.0% | -107.7% | -14.5% |
| 10Y | +203.2% | +1,682.1% | -1,479.0% | +35.1% |
| All | +961.4% | +259.6% | +701.8% | +314.2% |
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 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