+18.7%
HPQ vs UMC
+209.4%
-190.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +2.3% |
| 7D | +6.9% | +5.0% | +2.0% | +7.0% |
| 30D | +14.4% | +7.7% | +6.8% | +14.6% |
| 3M | +25.6% | +1.7% | +24.0% | +25.3% |
| 6M | +75.0% | +113.9% | -38.9% | +70.8% |
| YTD | +50.7% | +168.9% | -118.2% | +37.6% |
| 1Y | +18.7% | +207.2% | -188.5% | +1.5% |
| All | +18.7% | +209.4% | -190.8% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling