+249.1%
UMC vs HDB
-29.0%
+278.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +5.8% |
| 7D | +6.6% | -2.0% | +8.6% | +7.0% |
| 30D | +16.6% | -4.9% | +21.4% | +17.9% |
| 3M | +11.0% | -2.3% | +13.3% | +11.6% |
| 6M | +131.3% | -23.7% | +155.0% | +143.5% |
| YTD | +182.5% | -38.5% | +221.0% | +209.6% |
| 1Y | +222.3% | -36.5% | +258.7% | +249.9% |
| All | +249.1% | -29.0% | +278.0% | +267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling