+210.2%
HD vs UPS
+35.1%
+175.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.5% |
| 7D | -1.8% | -3.7% | +1.9% | -0.3% |
| 30D | -10.8% | -3.7% | -7.1% | -9.4% |
| 3M | -2.7% | -6.6% | +3.9% | -0.4% |
| 6M | -10.3% | +2.6% | -12.8% | -12.0% |
| YTD | -7.8% | +4.8% | -12.6% | -10.6% |
| 1Y | -23.1% | +25.3% | -48.4% | -31.2% |
| 3Y | +2.0% | -26.9% | +28.9% | +11.7% |
| 5Y | +6.2% | -33.5% | +39.7% | +19.3% |
| 10Y | +210.2% | +36.1% | +174.1% | +120.0% |
| All | +210.2% | +35.1% | +175.1% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling