+25.0%
HL vs UPS
+29.9%
-4.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.7% | +8.5% | +10.0% |
| 7D | +0.2% | +8.2% | -8.0% | -4.7% |
| 30D | -12.1% | +22.7% | -34.8% | -23.1% |
| 3M | -2.8% | +6.4% | -9.3% | -6.8% |
| 6M | -14.9% | +22.6% | -37.5% | -25.3% |
| YTD | -22.0% | +20.7% | -42.8% | -27.6% |
| 1Y | +25.0% | +30.6% | -5.6% | +16.6% |
| All | +25.0% | +29.9% | -4.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling