+36.4%
UPS vs DHI
+414.5%
-378.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -2.0% | -3.4% | +1.4% | -1.1% |
| 30D | -2.0% | -5.4% | +3.5% | -0.6% |
| 3M | -6.2% | -10.4% | +4.2% | -3.7% |
| 6M | +2.8% | -2.8% | +5.5% | +3.1% |
| YTD | +5.9% | -3.4% | +9.3% | +6.2% |
| 1Y | +26.2% | -22.9% | +49.2% | +33.8% |
| 3Y | -26.0% | +20.7% | -46.7% | -32.2% |
| 5Y | -34.3% | +62.1% | -96.4% | -45.7% |
| All | +36.4% | +414.5% | -378.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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