+4,327.6%
DHR vs UPS
+243.4%
+4,084.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | -3.9% | -2.9% | -1.0% | -2.6% |
| 30D | +4.0% | -3.5% | +7.5% | +5.6% |
| 3M | +11.5% | -5.7% | +17.2% | +13.6% |
| 6M | +1.9% | -4.4% | +6.2% | +2.5% |
| YTD | -8.9% | +8.0% | -16.9% | -13.4% |
| 1Y | +5.1% | +29.0% | -23.9% | -8.4% |
| 3Y | -10.3% | -27.7% | +17.4% | -1.7% |
| 5Y | -27.8% | -34.3% | +6.5% | -18.6% |
| 10Y | +203.6% | +37.8% | +165.8% | +119.4% |
| All | +4,327.6% | +243.4% | +4,084.3% | +1,810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling