+116.4%
HPE vs UPS
+29.9%
+86.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.7% | -10.4% | -6.8% |
| 7D | -17.0% | +8.2% | -25.2% | -18.8% |
| 30D | -26.7% | +22.7% | -49.5% | -31.1% |
| 3M | -4.1% | +6.4% | -10.6% | -4.9% |
| 6M | +75.4% | +22.6% | +52.8% | +65.1% |
| YTD | +111.0% | +20.7% | +90.3% | +103.9% |
| 1Y | +116.4% | +30.6% | +85.8% | +104.4% |
| All | +116.4% | +29.9% | +86.5% | +104.4% |
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 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