+311.7%
HPE vs UMAC
+508.0%
-196.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.4% | +11.5% | +5.4% |
| 7D | +13.6% | +3.3% | +10.4% | +13.5% |
| 30D | +7.7% | -10.4% | +18.1% | +8.0% |
| 3M | +22.4% | +1.8% | +20.6% | +21.4% |
| 6M | +172.6% | +40.7% | +131.9% | +165.5% |
| YTD | +147.5% | +90.9% | +56.6% | +138.1% |
| 1Y | +151.8% | +151.8% | 0.0% | +140.0% |
| All | +311.7% | +508.0% | -196.3% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling