+274.5%
UMC vs DHI
+3,658.6%
-3,384.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.8% |
| 7D | +9.0% | -3.4% | +12.4% | +10.2% |
| 30D | +17.2% | -5.4% | +22.7% | +19.2% |
| 3M | +11.4% | -10.4% | +21.8% | +14.8% |
| 6M | +137.5% | -2.8% | +140.3% | +137.4% |
| YTD | +193.1% | -3.4% | +196.5% | +191.4% |
| 1Y | +240.3% | -22.9% | +263.2% | +262.0% |
| 3Y | +262.2% | +20.7% | +241.5% | +217.4% |
| 5Y | +143.1% | +62.1% | +81.0% | +88.7% |
| 10Y | +1,853.0% | +410.4% | +1,442.6% | +829.3% |
| All | +274.5% | +3,658.6% | -3,384.1% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling