+1,798.0%
UMC vs HDB
+32.9%
+1,765.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +11.4% | -6.2% | +17.6% | +13.3% |
| 30D | +16.8% | -6.2% | +23.0% | +18.8% |
| 3M | +19.1% | -5.9% | +25.0% | +20.9% |
| 6M | +137.4% | -25.9% | +163.4% | +157.0% |
| YTD | +186.4% | -40.2% | +226.6% | +228.7% |
| 1Y | +229.1% | -38.0% | +267.1% | +272.8% |
| 3Y | +257.9% | -30.5% | +288.4% | +286.0% |
| 5Y | +137.5% | -38.1% | +175.7% | +159.4% |
| All | +1,798.0% | +32.9% | +1,765.0% | +1,724.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling