+7.4%
HD vs UPS
-34.9%
+42.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | -11.1% | -2.3% | -8.8% | -10.3% |
| 3M | +2.0% | -5.2% | +7.3% | +3.7% |
| 6M | -10.5% | +1.4% | -11.9% | -11.7% |
| YTD | -6.9% | +6.1% | -13.0% | -9.9% |
| 1Y | -23.2% | +27.0% | -50.2% | -31.0% |
| 3Y | +3.1% | -25.9% | +29.0% | +11.6% |
| 5Y | +7.4% | -34.6% | +42.0% | +21.4% |
| All | +7.4% | -34.9% | +42.3% | +21.4% |
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