+7.9%
UMAC vs HRB
+16.9%
-9.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +4.4% | -15.3% | -9.3% |
| 7D | -26.0% | +16.0% | -42.1% | -21.8% |
| 30D | -40.3% | +32.1% | -72.4% | -34.0% |
| 3M | -51.1% | +21.5% | -72.6% | -46.6% |
| 6M | -5.6% | +82.1% | -87.7% | +16.7% |
| YTD | +2.3% | +31.6% | -29.3% | +21.6% |
| 1Y | +7.9% | +15.9% | -8.0% | +28.9% |
| All | +7.9% | +16.9% | -9.0% | +28.9% |
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