+115.0%
UMC vs HIG
+12.7%
+102.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | +0.2% |
| 7D | -14.7% | +6.2% | -20.9% | -9.4% |
| 30D | -32.9% | +9.4% | -42.3% | -26.4% |
| 3M | -22.2% | -2.3% | -19.8% | -23.9% |
| 6M | +25.9% | +4.2% | +21.7% | +32.6% |
| YTD | +107.9% | +1.6% | +106.3% | +120.7% |
| 1Y | +115.0% | +9.9% | +105.1% | +135.8% |
| All | +115.0% | +12.7% | +102.3% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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