+155.0%
HPE vs UMC
+238.8%
-83.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.4% | +10.1% | +11.9% |
| 7D | +19.4% | +9.0% | +10.4% | +17.5% |
| 30D | +5.6% | +17.2% | -11.6% | +2.2% |
| 3M | +33.1% | +11.4% | +21.7% | +30.1% |
| 6M | +192.5% | +137.5% | +54.9% | +154.3% |
| YTD | +160.9% | +193.1% | -32.2% | +120.5% |
| 1Y | +155.0% | +240.3% | -85.3% | +102.6% |
| All | +155.0% | +238.8% | -83.8% | +102.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling