+133.9%
HL vs UMC
+209.4%
-75.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.6% | -7.1% | -3.6% |
| 7D | +1.5% | +5.0% | -3.5% | +0.1% |
| 30D | +25.1% | +7.7% | +17.4% | +22.4% |
| 3M | +22.9% | +1.7% | +21.2% | +18.9% |
| 6M | -4.9% | +113.9% | -118.8% | -27.9% |
| YTD | +7.8% | +168.9% | -161.1% | -27.3% |
| 1Y | +133.9% | +207.2% | -73.3% | +44.2% |
| All | +133.9% | +209.4% | -75.6% | +44.2% |
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