+86.1%
HUT vs UMC
+145.1%
-59.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -6.8% |
| 7D | +18.9% | +13.6% | +5.3% | +7.1% |
| 30D | +12.0% | +20.8% | -8.8% | -4.8% |
| 3M | -14.9% | +16.1% | -31.0% | -30.4% |
| 6M | +96.8% | +137.3% | -40.5% | -15.5% |
| YTD | +108.8% | +193.8% | -85.0% | -31.6% |
| 1Y | +227.4% | +236.1% | -8.7% | -5.6% |
| 3Y | +760.3% | +267.1% | +493.2% | +110.1% |
| 5Y | +86.1% | +145.3% | -59.2% | -33.6% |
| All | +86.1% | +145.1% | -59.0% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling