+1.7%
HUT vs UMC
+112.5%
-110.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -2.1% | -21.2% | -22.0% |
| 7D | -29.5% | -14.7% | -14.9% | -22.1% |
| 30D | -45.2% | -32.9% | -12.3% | -30.3% |
| 3M | -51.6% | -22.2% | -29.5% | -43.6% |
| 6M | -37.3% | +25.9% | -63.2% | -46.4% |
| YTD | +6.5% | +107.9% | -101.4% | -26.9% |
| 1Y | +1.7% | +115.0% | -113.3% | -33.3% |
| All | +1.7% | +112.5% | -110.8% | -33.3% |
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 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