+115.0%
UMC vs HDB
-32.8%
+147.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.6% | -7.6% | -3.2% |
| 7D | -14.7% | +12.9% | -27.6% | -17.0% |
| 30D | -32.9% | +10.0% | -42.9% | -34.5% |
| 3M | -22.2% | +1.8% | -24.0% | -22.3% |
| 6M | +25.9% | -2.1% | +28.0% | +26.4% |
| YTD | +107.9% | -33.4% | +141.3% | +102.1% |
| 1Y | +115.0% | -32.9% | +147.9% | +109.8% |
| All | +115.0% | -32.8% | +147.9% | +109.8% |
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