+575.2%
HLT vs UMC
+1,863.6%
-1,288.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | -1.6% | +9.0% | -10.6% | -3.3% |
| 30D | -5.0% | +17.2% | -22.3% | -8.2% |
| 3M | -10.4% | +11.4% | -21.8% | -14.1% |
| 6M | +3.2% | +137.5% | -134.3% | -17.5% |
| YTD | +6.7% | +193.1% | -186.4% | -20.3% |
| 1Y | +10.3% | +240.3% | -230.0% | -21.0% |
| 3Y | +99.3% | +262.2% | -162.9% | +37.8% |
| 5Y | +143.7% | +143.1% | +0.6% | +79.0% |
| All | +575.2% | +1,863.6% | -1,288.3% | +205.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling