+702.6%
UMAC vs HRB
+4.2%
+698.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -6.7% |
| 7D | +3.3% | -10.6% | +13.9% | +1.4% |
| 30D | -10.4% | -0.8% | -9.6% | -9.9% |
| 3M | +1.8% | +19.1% | -17.3% | +6.7% |
| 6M | +40.7% | +48.7% | -8.0% | +50.4% |
| YTD | +90.9% | +7.1% | +83.8% | +104.1% |
| 1Y | +151.8% | -8.3% | +160.1% | +169.2% |
| All | +702.6% | +4.2% | +698.5% | +626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling