+228.7%
HL vs UPS
-34.8%
+263.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | -2.0% | -2.4% | -3.6% |
| 30D | +9.3% | -2.0% | +11.3% | +10.2% |
| 3M | +32.0% | -6.2% | +38.2% | +35.2% |
| 6M | -6.4% | +2.8% | -9.2% | -7.4% |
| YTD | +3.1% | +5.9% | -2.8% | +1.5% |
| 1Y | +77.6% | +26.2% | +51.3% | +64.3% |
| 3Y | +392.8% | -26.0% | +418.8% | +439.4% |
| All | +228.7% | -34.8% | +263.4% | +239.6% |
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 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