+677.7%
HPE vs UPS
+47.6%
+630.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +8.6% |
| 7D | +10.1% | -2.1% | +12.3% | +11.3% |
| 30D | +5.3% | -2.3% | +7.6% | +6.4% |
| 3M | +12.7% | -5.2% | +17.9% | +15.3% |
| 6M | +167.7% | +1.4% | +166.2% | +163.9% |
| YTD | +135.5% | +6.1% | +129.3% | +126.7% |
| 1Y | +143.4% | +27.0% | +116.4% | +113.0% |
| 3Y | +249.2% | -25.9% | +275.1% | +285.7% |
| 5Y | +343.8% | -34.6% | +378.4% | +412.7% |
| 10Y | +495.9% | +36.2% | +459.7% | +291.4% |
| All | +677.7% | +47.6% | +630.1% | +375.3% |
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