+156.3%
UMAC vs INVH
-2.4%
+158.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.2% |
| 7D | -0.9% | -2.9% | +2.0% | -2.5% |
| 30D | -7.7% | -6.9% | -0.7% | -11.0% |
| 3M | -26.4% | -2.7% | -23.7% | -27.2% |
| 6M | +61.9% | +8.2% | +53.7% | +60.0% |
| YTD | +86.5% | +4.5% | +82.0% | +84.4% |
| 1Y | +156.3% | -2.3% | +158.6% | +202.6% |
| All | +156.3% | -2.4% | +158.7% | +202.6% |
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