+156.3%
UMAC vs HRB
+1.1%
+155.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -4.1% |
| 7D | -0.9% | -5.7% | +4.7% | -2.5% |
| 30D | -7.7% | +7.9% | -15.6% | -4.8% |
| 3M | -26.4% | +32.1% | -58.6% | -18.0% |
| 6M | +61.9% | +62.2% | -0.4% | +86.1% |
| YTD | +86.5% | +16.4% | +70.1% | +112.8% |
| 1Y | +156.3% | -0.3% | +156.6% | +195.1% |
| All | +156.3% | +1.1% | +155.2% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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