+28.4%
HPQ vs UMAC
+488.3%
-459.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.1% |
| 7D | +3.5% | -4.0% | +7.5% | +3.5% |
| 30D | +13.7% | -9.4% | +23.1% | +13.7% |
| 3M | +33.9% | +3.0% | +30.9% | +33.8% |
| 6M | +80.9% | +27.2% | +53.7% | +80.0% |
| YTD | +52.6% | +84.7% | -32.1% | +51.3% |
| 1Y | +21.2% | +136.5% | -115.2% | +20.2% |
| All | +28.4% | +488.3% | -459.8% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling