+207.2%
UMC vs HIG
+5.1%
+202.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +3.6% |
| 7D | +5.0% | +0.3% | +4.6% | +5.3% |
| 30D | +7.7% | -3.2% | +10.9% | +4.7% |
| 3M | +1.7% | +9.1% | -7.5% | +8.8% |
| 6M | +113.9% | -1.8% | +115.7% | +118.8% |
| YTD | +168.9% | +1.8% | +167.1% | +181.9% |
| 1Y | +207.2% | +4.6% | +202.6% | +230.5% |
| All | +207.2% | +5.1% | +202.1% | +230.5% |
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