+854.8%
HL vs UPS
+237.3%
+617.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +7.1% | -2.1% | +9.2% | +8.0% |
| 30D | +21.4% | -2.3% | +23.8% | +22.6% |
| 3M | +37.4% | -5.2% | +42.7% | +40.5% |
| 6M | +0.4% | +1.4% | -1.0% | -0.3% |
| YTD | +6.7% | +6.1% | +0.6% | +4.3% |
| 1Y | +102.4% | +27.0% | +75.4% | +84.0% |
| 3Y | +417.4% | -25.9% | +443.3% | +463.4% |
| 5Y | +243.3% | -34.6% | +277.9% | +285.4% |
| 10Y | +242.6% | +36.2% | +206.4% | +171.2% |
| All | +854.8% | +237.3% | +617.5% | +517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling