+115.0%
UMC vs DHI
+9.6%
+105.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.1% | -10.2% | -2.2% |
| 7D | -14.7% | +9.8% | -24.4% | -14.9% |
| 30D | -32.9% | +17.8% | -50.7% | -33.4% |
| 3M | -22.2% | +4.7% | -26.9% | -21.9% |
| 6M | +25.9% | +10.0% | +15.9% | +26.8% |
| YTD | +107.9% | +10.0% | +98.0% | +109.7% |
| 1Y | +115.0% | +9.1% | +105.9% | +115.2% |
| All | +115.0% | +9.6% | +105.4% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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