-21.3%
HUT vs UMC
+77.4%
-98.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -5.2% |
| 7D | +9.3% | +11.2% | -1.8% | +0.5% |
| 30D | -23.1% | -28.0% | +4.9% | +0.6% |
| 3M | -30.6% | -20.5% | -10.1% | -17.5% |
| 6M | -46.9% | -1.6% | -45.3% | -52.0% |
| YTD | +25.3% | +99.4% | -74.1% | -44.5% |
| 1Y | +59.8% | +120.4% | -60.6% | -36.2% |
| 3Y | +467.2% | +134.2% | +333.0% | +100.4% |
| All | -21.3% | +77.4% | -98.7% | -62.5% |
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 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