+144.0%
HPQ vs UMC
+292.9%
-148.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +3.8% |
| 7D | +2.2% | +13.6% | -11.4% | -1.3% |
| 30D | +9.7% | +20.8% | -11.0% | +4.0% |
| 3M | +32.7% | +16.1% | +16.6% | +23.4% |
| 6M | +77.7% | +137.3% | -59.6% | +32.7% |
| YTD | +51.0% | +193.8% | -142.8% | +4.0% |
| 1Y | +18.4% | +236.1% | -217.7% | -21.7% |
| 3Y | +25.6% | +267.1% | -241.5% | -20.3% |
| 5Y | +38.6% | +145.3% | -106.6% | -3.1% |
| 10Y | +226.1% | +1,857.3% | -1,631.2% | +15.4% |
| All | +144.0% | +292.9% | -148.8% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling