+2,194.4%
UMC vs HBM
+654.4%
+1,540.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.7% | +3.8% |
| 7D | +6.6% | +7.4% | -0.8% | +5.0% |
| 30D | +16.6% | +5.1% | +11.5% | +15.0% |
| 3M | +11.0% | +11.1% | -0.1% | +8.0% |
| 6M | +131.3% | +30.2% | +101.1% | +116.3% |
| YTD | +182.5% | +46.2% | +136.3% | +156.7% |
| 1Y | +222.3% | +120.0% | +102.2% | +167.3% |
| 3Y | +253.0% | +527.4% | -274.4% | +125.9% |
| 5Y | +141.8% | +400.4% | -258.5% | +55.3% |
| 10Y | +1,772.2% | +621.5% | +1,150.7% | +841.2% |
| All | +2,194.4% | +654.4% | +1,540.1% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling