-1.5%
HSY vs UMAC
+473.8%
-475.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | +0.1% | -3.4% | +3.5% | +0.1% |
| 30D | -5.2% | -15.1% | +9.9% | -5.2% |
| 3M | -3.4% | -10.8% | +7.4% | -3.3% |
| 6M | -19.2% | +15.7% | -34.9% | -18.9% |
| YTD | -2.6% | +80.1% | -82.8% | -2.3% |
| 1Y | -3.8% | +116.7% | -120.5% | -3.4% |
| All | -1.5% | +473.8% | -475.3% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling