-25.2%
HONA vs UMAC
-58.2%
+33.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -17.6% | +13.2% | -2.9% |
| 7D | -6.5% | -37.8% | +31.3% | -3.2% |
| 30D | -5.0% | -52.0% | +47.0% | +0.3% |
| 3M | -26.5% | -58.3% | +31.7% | -22.6% |
| All | -25.2% | -58.2% | +33.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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 · Available span rolling