+325.4%
UMC vs HDB
+4,259.4%
-3,934.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +11.2% | +2.7% | +8.4% | +9.9% |
| 30D | -28.0% | +14.1% | -42.2% | -32.6% |
| 3M | -20.5% | +11.8% | -32.4% | -25.0% |
| 6M | -1.6% | +8.2% | -9.7% | -6.2% |
| YTD | +99.4% | -29.3% | +128.7% | +128.3% |
| 1Y | +120.4% | -28.8% | +149.2% | +151.1% |
| 3Y | +134.2% | -7.5% | +141.7% | +129.8% |
| 5Y | +78.8% | -23.1% | +101.9% | +87.9% |
| 10Y | +1,280.4% | +63.7% | +1,216.7% | +799.0% |
| All | +325.4% | +4,259.4% | -3,934.0% | -37.0% |
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 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