+392.8%
HL vs UMC
+261.2%
+131.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.8% |
| 7D | -4.4% | +9.0% | -13.4% | -6.6% |
| 30D | +9.3% | +17.2% | -7.9% | +4.3% |
| 3M | +32.0% | +11.4% | +20.6% | +24.6% |
| 6M | -6.4% | +137.5% | -143.9% | -31.6% |
| YTD | +3.1% | +193.1% | -190.0% | -30.9% |
| 1Y | +77.6% | +240.3% | -162.7% | +12.8% |
| 3Y | +392.8% | +262.2% | +130.6% | +202.0% |
| All | +392.8% | +261.2% | +131.6% | +202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling