+247.2%
HD vs UPS
+44.2%
+203.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | +1.7% | +3.5% | +4.5% |
| 30D | +20.7% | +17.4% | +3.3% | +12.9% |
| 3M | +0.8% | +7.7% | -6.9% | -2.4% |
| 6M | +12.2% | +13.8% | -1.6% | +5.5% |
| YTD | +4.2% | +17.3% | -13.1% | -3.7% |
| 1Y | -2.6% | +27.2% | -29.7% | -13.0% |
| 3Y | +30.0% | -5.6% | +35.7% | +27.2% |
| 5Y | +8.1% | -33.5% | +41.6% | +22.2% |
| 10Y | +247.2% | +43.7% | +203.5% | +141.3% |
| All | +247.2% | +44.2% | +203.0% | +141.3% |
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