+137.5%
UMC vs HBM
+336.0%
-198.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.5% | +5.0% | -0.4% |
| 7D | +11.4% | -3.7% | +15.1% | +12.5% |
| 30D | +16.8% | -3.7% | +20.5% | +17.6% |
| 3M | +19.1% | +8.0% | +11.1% | +15.5% |
| 6M | +137.4% | +15.8% | +121.7% | +124.4% |
| YTD | +186.4% | +34.4% | +152.0% | +158.8% |
| 1Y | +229.1% | +98.2% | +130.9% | +167.3% |
| 3Y | +257.9% | +476.6% | -218.7% | +104.7% |
| 5Y | +137.5% | +331.1% | -193.6% | +37.3% |
| All | +137.5% | +336.0% | -198.5% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling