+334.0%
HPE vs UMAC
+473.8%
-139.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.5% | +14.9% | +12.6% |
| 7D | +19.4% | -3.4% | +22.8% | +19.6% |
| 30D | +5.6% | -15.1% | +20.7% | +6.2% |
| 3M | +33.1% | -10.8% | +43.8% | +32.8% |
| 6M | +192.5% | +15.7% | +176.8% | +186.7% |
| YTD | +160.9% | +80.1% | +80.8% | +151.7% |
| 1Y | +155.0% | +116.7% | +38.2% | +144.1% |
| All | +334.0% | +473.8% | -139.7% | +320.2% |
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