+260.9%
UMC vs HIG
+248.9%
+12.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.0% | +5.5% |
| 7D | +6.6% | -1.1% | +7.7% | +6.8% |
| 30D | +16.6% | -4.9% | +21.5% | +17.7% |
| 3M | +11.0% | +6.8% | +4.2% | +8.9% |
| 6M | +131.3% | -1.7% | +133.0% | +130.1% |
| YTD | +182.5% | -0.2% | +182.7% | +179.8% |
| 1Y | +222.3% | +5.7% | +216.6% | +214.7% |
| 3Y | +253.0% | +100.3% | +152.7% | +198.7% |
| 5Y | +141.8% | +118.5% | +23.4% | +100.4% |
| 10Y | +1,772.2% | +309.7% | +1,462.5% | +1,194.1% |
| All | +260.9% | +248.9% | +12.0% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling