+8.2%
HD vs UPS
-32.9%
+41.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.9% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | +21.6% | +17.3% | +4.2% | +14.1% |
| 3M | +0.1% | +7.9% | -7.8% | -2.9% |
| 6M | +13.0% | +13.7% | -0.7% | +6.6% |
| YTD | +4.9% | +17.2% | -12.2% | -2.6% |
| 1Y | -2.1% | +23.2% | -25.3% | -11.0% |
| 3Y | +32.6% | -5.9% | +38.5% | +28.9% |
| 5Y | +8.2% | -33.1% | +41.3% | +22.2% |
| All | +8.2% | -32.9% | +41.2% | +22.2% |
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