+250.7%
HOOD vs UMC
+179.8%
+70.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -4.2% |
| 7D | +17.1% | +5.0% | +12.2% | +14.3% |
| 30D | +31.6% | +7.7% | +23.9% | +26.7% |
| 3M | +38.2% | +1.7% | +36.6% | +30.8% |
| 6M | +48.5% | +113.9% | -65.4% | -9.2% |
| YTD | +8.0% | +168.9% | -160.9% | -45.9% |
| 1Y | +18.7% | +207.2% | -188.5% | -45.0% |
| 3Y | +999.1% | +227.7% | +771.4% | +369.8% |
| 5Y | +181.7% | +118.0% | +63.6% | +36.4% |
| All | +250.7% | +179.8% | +70.9% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling