+144.1%
UMC vs HRB
+114.1%
+30.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.4% |
| 7D | +9.0% | -8.0% | +17.0% | +9.0% |
| 30D | +17.2% | -16.0% | +33.2% | +17.4% |
| 3M | +11.4% | +26.9% | -15.5% | +10.0% |
| 6M | +137.5% | +51.1% | +86.4% | +129.9% |
| YTD | +193.1% | +7.1% | +186.1% | +195.5% |
| 1Y | +240.3% | -9.6% | +249.9% | +252.4% |
| 3Y | +262.2% | +25.4% | +236.8% | +243.4% |
| All | +144.1% | +114.1% | +30.1% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling