+398.8%
HL vs UPS
-26.6%
+425.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.3% |
| 7D | -5.6% | -3.4% | -2.2% | -4.4% |
| 30D | +12.7% | -2.7% | +15.5% | +13.9% |
| 3M | +42.5% | -1.6% | +44.2% | +43.6% |
| 6M | -9.0% | +2.3% | -11.3% | -9.6% |
| YTD | +4.4% | +5.6% | -1.2% | +3.6% |
| 1Y | +82.7% | +27.1% | +55.6% | +72.5% |
| All | +398.8% | -26.6% | +425.4% | +454.9% |
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