+563.1%
HPE vs UPS
+37.9%
+525.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.1% | +12.3% |
| 7D | +19.4% | -2.0% | +21.4% | +20.4% |
| 30D | +5.6% | -2.0% | +7.6% | +6.5% |
| 3M | +33.1% | -6.2% | +39.3% | +36.6% |
| 6M | +192.5% | +2.8% | +189.7% | +186.8% |
| YTD | +160.9% | +5.9% | +155.0% | +151.8% |
| 1Y | +155.0% | +26.2% | +128.7% | +124.9% |
| 3Y | +289.4% | -26.0% | +315.4% | +328.5% |
| 5Y | +395.7% | -34.3% | +429.9% | +468.8% |
| All | +563.1% | +37.9% | +525.2% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling