+219.6%
UPS vs DHI
+4,900.0%
-4,680.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.2% |
| 7D | -3.4% | -6.1% | +2.7% | -2.2% |
| 30D | -2.7% | -10.1% | +7.3% | -0.7% |
| 3M | -1.6% | -7.3% | +5.7% | -0.3% |
| 6M | +2.3% | -6.1% | +8.5% | +3.3% |
| YTD | +5.6% | -5.0% | +10.6% | +6.2% |
| 1Y | +27.1% | -22.1% | +49.2% | +32.6% |
| 3Y | -26.3% | +19.2% | -45.5% | -30.5% |
| 5Y | -34.5% | +59.4% | -93.9% | -42.5% |
| 10Y | +37.1% | +401.8% | -364.7% | -6.8% |
| All | +219.6% | +4,900.0% | -4,680.4% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling