+21.1%
HPQ vs UMAC
+549.5%
-528.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.3% | -13.8% | -4.5% |
| 7D | -0.5% | +14.7% | -15.2% | -0.5% |
| 30D | +3.7% | -0.5% | +4.2% | +3.7% |
| 3M | +24.3% | +0.5% | +23.8% | +24.3% |
| 6M | +64.8% | +57.9% | +6.8% | +63.7% |
| YTD | +43.9% | +103.9% | -60.0% | +42.6% |
| 1Y | +11.7% | +159.3% | -147.6% | +10.6% |
| All | +21.1% | +549.5% | -528.4% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling