+77.6%
UMC vs PH
+203.8%
-126.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +11.2% | +4.3% | +6.8% | +9.0% |
| 30D | -28.0% | +0.1% | -28.2% | -27.9% |
| 3M | -20.5% | -9.4% | -11.2% | -16.7% |
| 6M | -1.6% | +8.8% | -10.3% | -5.8% |
| YTD | +99.4% | +9.6% | +89.7% | +88.4% |
| 1Y | +120.4% | +14.4% | +106.0% | +103.5% |
| 3Y | +134.2% | +134.5% | -0.3% | +36.2% |
| All | +77.6% | +203.8% | -126.2% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling