+512.3%
HL vs UMAC
+508.0%
+4.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.3% |
| 7D | +0.4% | +3.3% | -2.9% | +0.2% |
| 30D | +18.8% | -10.4% | +29.2% | +19.1% |
| 3M | +43.7% | +1.8% | +42.0% | +42.4% |
| 6M | -1.0% | +40.7% | -41.8% | -4.1% |
| YTD | +8.7% | +90.9% | -82.2% | +4.3% |
| 1Y | +105.0% | +151.8% | -46.8% | +94.9% |
| All | +512.3% | +508.0% | +4.3% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling