-9.4%
HDB vs UMAC
+473.8%
-483.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.3% | +6.9% |
| 7D | +0.7% | -3.4% | +4.1% | +0.7% |
| 30D | +1.0% | -15.1% | +16.1% | +1.1% |
| 3M | -2.0% | -10.8% | +8.8% | -2.0% |
| 6M | -18.1% | +15.7% | -33.8% | -18.7% |
| YTD | -36.1% | +80.1% | -116.3% | -37.0% |
| 1Y | -34.0% | +116.7% | -150.8% | -35.4% |
| All | -9.4% | +473.8% | -483.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling