+420.1%
HUT vs UMC
+1,104.3%
-684.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.6% | +1.6% | +3.1% |
| 7D | +17.8% | +5.0% | +12.8% | +13.8% |
| 30D | +0.8% | +7.7% | -6.8% | -4.6% |
| 3M | -26.8% | +1.7% | -28.4% | -30.8% |
| 6M | +72.6% | +113.9% | -41.4% | -2.9% |
| YTD | +103.6% | +168.9% | -65.3% | -6.3% |
| 1Y | +265.3% | +207.2% | +58.1% | +53.8% |
| 3Y | +689.4% | +227.7% | +461.7% | +211.2% |
| 5Y | +75.3% | +118.0% | -42.7% | -9.2% |
| All | +420.1% | +1,104.3% | -684.1% | +28.2% |
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