+761.6%
HOOD vs UMAC
+508.0%
+253.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -1.0% |
| 7D | +7.7% | +3.3% | +4.5% | +7.3% |
| 30D | +22.0% | -10.4% | +32.4% | +22.5% |
| 3M | +37.6% | +1.8% | +35.9% | +34.9% |
| 6M | +45.3% | +40.7% | +4.5% | +34.4% |
| YTD | +1.9% | +90.9% | -89.0% | -9.1% |
| 1Y | -2.7% | +151.8% | -154.5% | -15.7% |
| All | +761.6% | +508.0% | +253.6% | +577.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling