+32.6%
HD vs UPS
-7.8%
+40.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | +21.6% | +17.3% | +4.2% | +15.4% |
| 3M | +0.1% | +7.9% | -7.8% | -2.4% |
| 6M | +13.0% | +13.7% | -0.7% | +7.7% |
| YTD | +4.9% | +17.2% | -12.2% | -1.1% |
| 1Y | -2.1% | +23.2% | -25.3% | -9.2% |
| 3Y | +32.6% | -5.9% | +38.5% | +19.6% |
| All | +32.6% | -7.8% | +40.4% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling