+240.3%
UMC vs HRB
-6.2%
+246.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.5% |
| 7D | +9.0% | -8.0% | +17.0% | +6.3% |
| 30D | +17.2% | -16.0% | +33.2% | +11.6% |
| 3M | +11.4% | +26.9% | -15.5% | +21.5% |
| 6M | +137.5% | +51.1% | +86.4% | +169.0% |
| YTD | +193.1% | +7.1% | +186.1% | +183.8% |
| 1Y | +240.3% | -9.6% | +249.9% | +213.3% |
| All | +240.3% | -6.2% | +246.5% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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