+30.6%
UPS vs HAL
+25.6%
+5.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +4.8% |
| 7D | +8.2% | -7.7% | +15.9% | +8.4% |
| 30D | +22.7% | +0.7% | +22.1% | +22.5% |
| 3M | +6.4% | +2.5% | +4.0% | +6.2% |
| 6M | +22.6% | -20.7% | +43.3% | +23.3% |
| YTD | +20.7% | +18.4% | +2.3% | +14.5% |
| 1Y | +30.6% | +25.6% | +5.1% | +22.4% |
| All | +30.6% | +25.6% | +5.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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