+657.4%
UMAC vs HRB
+4.1%
+653.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.4% |
| 7D | -3.4% | -8.0% | +4.6% | -4.7% |
| 30D | -15.1% | -16.0% | +0.9% | -17.6% |
| 3M | -10.8% | +26.9% | -37.6% | -5.7% |
| 6M | +15.7% | +51.1% | -35.4% | +23.5% |
| YTD | +80.1% | +7.1% | +73.1% | +92.6% |
| 1Y | +116.7% | -9.6% | +126.3% | +131.9% |
| All | +657.4% | +4.1% | +653.3% | +585.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling