+243.6%
UMC vs PH
+6,286.1%
-6,042.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +5.0% | -3.1% | +8.0% | +6.7% |
| 30D | +7.7% | -3.2% | +10.9% | +9.2% |
| 3M | +1.7% | +10.6% | -8.9% | -4.5% |
| 6M | +113.9% | -2.1% | +116.1% | +114.1% |
| YTD | +168.9% | +10.2% | +158.7% | +150.1% |
| 1Y | +207.2% | +28.2% | +179.0% | +159.0% |
| 3Y | +227.7% | +134.9% | +92.8% | +84.7% |
| 5Y | +118.0% | +253.6% | -135.6% | -5.8% |
| 10Y | +1,682.1% | +804.7% | +877.4% | +250.7% |
| All | +243.6% | +6,286.1% | -6,042.6% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling