+473.7%
UMC vs HDB
+3,812.1%
-3,338.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +5.0% | +0.4% | +4.5% | +4.7% |
| 30D | +7.7% | -2.8% | +10.5% | +9.0% |
| 3M | +1.7% | -3.5% | +5.2% | +2.9% |
| 6M | +113.9% | -24.7% | +138.6% | +140.8% |
| YTD | +168.9% | -36.6% | +205.5% | +225.7% |
| 1Y | +207.2% | -34.4% | +241.6% | +264.9% |
| 3Y | +227.7% | -24.4% | +252.1% | +254.6% |
| 5Y | +118.0% | -35.4% | +153.4% | +149.6% |
| 10Y | +1,682.1% | +39.5% | +1,642.6% | +1,158.8% |
| All | +473.7% | +3,812.1% | -3,338.4% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling