-29.8%
DHR vs UPS
-33.5%
+3.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -5.0% | -3.4% | -1.6% | -3.8% |
| 30D | -3.3% | -2.7% | -0.6% | -2.4% |
| 3M | +9.4% | -1.6% | +11.1% | +9.3% |
| 6M | +3.2% | +2.3% | +0.8% | +1.1% |
| YTD | -12.0% | +5.6% | -17.6% | -14.9% |
| 1Y | +4.9% | +27.1% | -22.2% | -5.8% |
| 3Y | -7.4% | -26.3% | +18.9% | -1.7% |
| 5Y | -29.8% | -34.5% | +4.7% | -22.9% |
| All | -29.8% | -33.5% | +3.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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