+2,017.7%
HL vs UMC
+292.9%
+1,724.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.9% |
| 7D | +0.4% | +13.6% | -13.2% | -2.9% |
| 30D | +18.8% | +20.8% | -1.9% | +12.9% |
| 3M | +43.7% | +16.1% | +27.6% | +35.9% |
| 6M | -1.0% | +137.3% | -138.3% | -22.7% |
| YTD | +8.7% | +193.8% | -185.0% | -20.0% |
| 1Y | +105.0% | +236.1% | -131.1% | +45.7% |
| 3Y | +427.3% | +267.1% | +160.2% | +261.4% |
| 5Y | +249.3% | +145.3% | +104.0% | +159.6% |
| 10Y | +284.2% | +1,857.3% | -1,573.2% | +65.8% |
| All | +2,017.7% | +292.9% | +1,724.8% | +772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling