+532.1%
HOOD vs UMAC
+216.2%
+315.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | -3.2% | -2.9% | -0.3% | -3.0% |
| 30D | -22.6% | -35.6% | +13.0% | -18.6% |
| 3M | -10.4% | -51.3% | +40.9% | -3.6% |
| 6M | +4.7% | -17.5% | +22.2% | +4.0% |
| YTD | -25.2% | -0.7% | -24.5% | -28.2% |
| 1Y | -35.9% | +16.5% | -52.4% | -39.6% |
| All | +532.1% | +216.2% | +315.9% | +435.0% |
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