+144.1%
UMC vs HIG
+116.1%
+28.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +9.0% | -1.5% | +10.5% | +9.3% |
| 30D | +17.2% | -0.4% | +17.6% | +17.2% |
| 3M | +11.4% | +6.7% | +4.7% | +8.7% |
| 6M | +137.5% | +2.0% | +135.5% | +133.5% |
| YTD | +193.1% | +0.3% | +192.8% | +189.2% |
| 1Y | +240.3% | +4.2% | +236.1% | +230.2% |
| 3Y | +262.2% | +102.2% | +160.0% | +152.8% |
| All | +144.1% | +116.1% | +28.0% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling