+777.0%
HOOD vs UMAC
+549.5%
+227.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +9.3% | -13.2% | -5.0% |
| 7D | +13.4% | +14.7% | -1.3% | +11.5% |
| 30D | +25.8% | -0.5% | +26.3% | +24.9% |
| 3M | +38.0% | +0.5% | +37.5% | +35.4% |
| 6M | +52.2% | +57.9% | -5.7% | +39.1% |
| YTD | +3.7% | +103.9% | -100.2% | -8.2% |
| 1Y | +0.1% | +159.3% | -159.2% | -13.8% |
| All | +777.0% | +549.5% | +227.5% | +584.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling