+31.6%
HPQ vs UMAC
+129.0%
-97.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.5% | +10.9% | +8.4% |
| 7D | +9.8% | -3.4% | +13.2% | +9.8% |
| 30D | +22.4% | -15.1% | +37.4% | +22.6% |
| 3M | +45.2% | -10.8% | +55.9% | +45.4% |
| 6M | +96.4% | +15.7% | +80.8% | +91.6% |
| YTD | +65.4% | +80.1% | -14.7% | +54.8% |
| 1Y | +31.6% | +116.7% | -85.1% | +21.7% |
| All | +31.6% | +129.0% | -97.5% | +21.7% |
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