+263.0%
UMC vs PH
+137.6%
+125.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +20.8% | -10.3% | +31.0% | +25.2% |
| 3M | +16.1% | +5.1% | +11.1% | +13.9% |
| 6M | +137.3% | +2.3% | +135.0% | +134.0% |
| YTD | +193.8% | +8.7% | +185.1% | +182.9% |
| 1Y | +236.1% | +26.8% | +209.3% | +203.7% |
| All | +263.0% | +137.6% | +125.4% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling