+480.9%
HL vs UMAC
+473.8%
+7.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -4.4% | -3.4% | -0.9% | -4.2% |
| 30D | +9.3% | -15.1% | +24.4% | +9.9% |
| 3M | +32.0% | -10.8% | +42.7% | +31.6% |
| 6M | -6.4% | +15.7% | -22.1% | -8.6% |
| YTD | +3.1% | +80.1% | -77.0% | -0.7% |
| 1Y | +77.6% | +116.7% | -39.2% | +69.6% |
| All | +480.9% | +473.8% | +7.2% | +469.3% |
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