+207.2%
UMC vs HDB
-34.6%
+241.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +5.0% | +0.4% | +4.5% | +4.8% |
| 30D | +7.7% | -2.8% | +10.5% | +8.4% |
| 3M | +1.7% | -3.5% | +5.2% | +2.6% |
| 6M | +113.9% | -24.7% | +138.6% | +114.5% |
| YTD | +168.9% | -36.6% | +205.5% | +163.7% |
| 1Y | +207.2% | -34.4% | +241.6% | +199.3% |
| All | +207.2% | -34.6% | +241.8% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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