+207.2%
UMC vs HBM
+123.0%
+84.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.9% |
| 7D | +5.0% | -6.4% | +11.3% | +7.3% |
| 30D | +7.7% | +5.9% | +1.8% | +4.6% |
| 3M | +1.7% | -8.9% | +10.6% | +2.8% |
| 6M | +113.9% | +10.7% | +103.3% | +100.0% |
| YTD | +168.9% | +38.3% | +130.6% | +136.0% |
| 1Y | +207.2% | +121.3% | +85.9% | +150.8% |
| All | +207.2% | +123.0% | +84.2% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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