+260.9%
UMC vs HRB
+1,169.0%
-908.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.5% | +6.9% |
| 7D | +6.6% | -9.1% | +15.7% | +9.3% |
| 30D | +16.6% | +0.3% | +16.3% | +15.4% |
| 3M | +11.0% | +23.4% | -12.4% | +1.7% |
| 6M | +131.3% | +45.1% | +86.2% | +97.7% |
| YTD | +182.5% | +8.9% | +173.6% | +161.6% |
| 1Y | +222.3% | -7.9% | +230.2% | +213.5% |
| 3Y | +253.0% | +27.9% | +225.1% | +198.2% |
| 5Y | +141.8% | +108.3% | +33.5% | +66.4% |
| 10Y | +1,772.2% | +208.4% | +1,563.8% | +835.3% |
| All | +260.9% | +1,169.0% | -908.1% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling