+179.3%
HOOD vs UMC
+145.1%
+34.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.7% | -3.6% |
| 7D | +7.7% | +13.6% | -5.9% | +1.2% |
| 30D | +22.0% | +20.8% | +1.2% | +11.1% |
| 3M | +37.6% | +16.1% | +21.5% | +21.6% |
| 6M | +45.3% | +137.3% | -92.0% | -16.3% |
| YTD | +1.9% | +193.8% | -191.8% | -51.7% |
| 1Y | -2.7% | +236.1% | -238.8% | -57.5% |
| 3Y | +973.4% | +267.1% | +706.3% | +324.7% |
| 5Y | +179.3% | +145.3% | +34.0% | +28.7% |
| All | +179.3% | +145.1% | +34.2% | +28.7% |
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