-14.3%
HDB vs UMAC
+508.0%
-522.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -1.7% |
| 7D | -4.9% | +3.3% | -8.1% | -4.9% |
| 30D | -5.8% | -10.4% | +4.5% | -5.8% |
| 3M | -5.2% | +1.8% | -7.0% | -5.4% |
| 6M | -25.7% | +40.7% | -66.4% | -26.4% |
| YTD | -39.6% | +90.9% | -130.5% | -40.5% |
| 1Y | -36.9% | +151.8% | -188.7% | -38.3% |
| All | -14.3% | +508.0% | -522.3% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling