+25.0%
HL vs UMC
+112.5%
-87.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.1% | +15.2% | +13.7% |
| 7D | +0.2% | -14.7% | +14.9% | +4.0% |
| 30D | -12.1% | -32.9% | +20.7% | -3.8% |
| 3M | -2.8% | -22.2% | +19.3% | +2.8% |
| 6M | -14.9% | +25.9% | -40.8% | -21.4% |
| YTD | -22.0% | +107.9% | -130.0% | -34.2% |
| 1Y | +25.0% | +115.0% | -90.0% | +6.2% |
| All | +25.0% | +112.5% | -87.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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