+717.5%
HPE vs UMC
+1,849.1%
-1,131.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | +4.0% |
| 7D | +13.6% | +13.6% | 0.0% | +9.7% |
| 30D | +7.7% | +20.8% | -13.0% | +2.1% |
| 3M | +22.4% | +16.1% | +6.2% | +15.7% |
| 6M | +172.6% | +137.3% | +35.3% | +109.1% |
| YTD | +147.5% | +193.8% | -46.2% | +75.1% |
| 1Y | +151.8% | +236.1% | -84.3% | +71.0% |
| 3Y | +267.1% | +267.1% | -0.1% | +140.4% |
| 5Y | +362.8% | +145.3% | +217.5% | +225.4% |
| 10Y | +540.2% | +1,857.3% | -1,317.2% | +130.6% |
| All | +717.5% | +1,849.1% | -1,131.6% | +186.0% |
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