+122.7%
HOOD vs UMC
+77.4%
+45.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.2% |
| 7D | -3.8% | +11.2% | -15.0% | -8.4% |
| 30D | -23.0% | -28.0% | +5.1% | -10.9% |
| 3M | -21.6% | -20.5% | -1.1% | -14.6% |
| 6M | +1.4% | -1.6% | +3.0% | -7.3% |
| YTD | -31.2% | +99.4% | -130.5% | -61.7% |
| 1Y | -35.9% | +120.4% | -156.3% | -66.7% |
| 3Y | +836.9% | +134.2% | +702.7% | +351.6% |
| All | +122.7% | +77.4% | +45.3% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling