+741.3%
HOOD vs UMAC
+473.8%
+267.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -7.8% | -3.4% | -4.4% | -7.5% |
| 30D | +18.6% | -15.1% | +33.7% | +19.9% |
| 3M | +22.1% | -10.8% | +32.8% | +21.5% |
| 6M | +43.1% | +15.7% | +27.4% | +35.1% |
| YTD | -0.5% | +80.1% | -80.6% | -10.7% |
| 1Y | -4.4% | +116.7% | -121.1% | -16.1% |
| All | +741.3% | +473.8% | +267.6% | +566.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling