+18.7%
HPQ vs UMAC
+164.0%
-145.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.3% |
| 7D | +6.9% | -0.9% | +7.9% | +7.0% |
| 30D | +14.4% | -7.7% | +22.1% | +14.5% |
| 3M | +25.6% | -26.4% | +52.1% | +26.8% |
| 6M | +75.0% | +61.9% | +13.2% | +67.9% |
| YTD | +50.7% | +86.5% | -35.8% | +41.0% |
| 1Y | +18.7% | +156.3% | -137.7% | +7.2% |
| All | +18.7% | +164.0% | -145.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling