+240.3%
UMC vs PH
+25.3%
+215.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +9.0% | -1.3% | +10.3% | +9.2% |
| 30D | +17.2% | -11.0% | +28.2% | +19.7% |
| 3M | +11.4% | +5.5% | +5.9% | +10.6% |
| 6M | +137.5% | +1.5% | +136.0% | +135.0% |
| YTD | +193.1% | +8.8% | +184.3% | +195.6% |
| 1Y | +240.3% | +24.5% | +215.8% | +243.0% |
| All | +240.3% | +25.3% | +215.0% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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