+7.9%
UMAC vs INVH
+1.1%
+6.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.6% | -14.5% | -8.5% |
| 7D | -26.0% | +3.1% | -29.1% | -24.3% |
| 30D | -40.3% | +5.8% | -46.1% | -37.9% |
| 3M | -51.1% | -8.5% | -42.6% | -53.1% |
| 6M | -5.6% | -1.3% | -4.3% | -6.5% |
| YTD | +2.3% | +2.6% | -0.3% | +0.4% |
| 1Y | +7.9% | +0.7% | +7.1% | +12.4% |
| All | +7.9% | +1.1% | +6.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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