+144.1%
UMC vs DHI
+61.2%
+82.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.9% |
| 7D | +9.0% | -3.4% | +12.4% | +10.0% |
| 30D | +17.2% | -5.4% | +22.7% | +18.9% |
| 3M | +11.4% | -10.4% | +21.8% | +14.3% |
| 6M | +137.5% | -2.8% | +140.3% | +137.4% |
| YTD | +193.1% | -3.4% | +196.5% | +191.5% |
| 1Y | +240.3% | -22.9% | +263.2% | +260.8% |
| 3Y | +262.2% | +20.7% | +241.5% | +205.4% |
| All | +144.1% | +61.2% | +82.9% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling