+120.4%
UMC vs HDB
-29.0%
+149.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +11.2% | +2.7% | +8.4% | +10.6% |
| 30D | -28.0% | +14.1% | -42.2% | -30.1% |
| 3M | -20.5% | +11.8% | -32.4% | -22.4% |
| 6M | -1.6% | +8.2% | -9.7% | -3.2% |
| YTD | +99.4% | -29.3% | +128.7% | +91.7% |
| 1Y | +120.4% | -28.8% | +149.2% | +112.4% |
| All | +120.4% | -29.0% | +149.4% | +112.4% |
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