+133.9%
HL vs UMAC
+164.0%
-30.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.0% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | +25.1% | -7.7% | +32.7% | +25.1% |
| 3M | +22.9% | -26.4% | +49.3% | +25.3% |
| 6M | -4.9% | +61.9% | -66.8% | -18.0% |
| YTD | +7.8% | +86.5% | -78.7% | -9.0% |
| 1Y | +133.9% | +156.3% | -22.4% | +75.7% |
| All | +133.9% | +164.0% | -30.1% | +75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling