+223.3%
HOOD vs UMC
+205.0%
+18.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.7% |
| 7D | -7.8% | +9.0% | -16.8% | -11.6% |
| 30D | +18.6% | +17.2% | +1.4% | +9.6% |
| 3M | +22.1% | +11.4% | +10.6% | +10.6% |
| 6M | +43.1% | +137.5% | -94.5% | -17.0% |
| YTD | -0.5% | +193.1% | -193.6% | -52.2% |
| 1Y | -4.4% | +240.3% | -244.7% | -58.0% |
| 3Y | +938.5% | +262.2% | +676.3% | +322.1% |
| 5Y | +173.4% | +143.1% | +30.3% | +26.6% |
| All | +223.3% | +205.0% | +18.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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