+36.4%
UPS vs HAL
+4.5%
+31.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.0% | -3.3% | +1.4% | -1.4% |
| 30D | -2.0% | +8.2% | -10.1% | -3.4% |
| 3M | -6.2% | -9.4% | +3.2% | -4.8% |
| 6M | +2.8% | +0.6% | +2.1% | +1.9% |
| YTD | +5.9% | +28.6% | -22.7% | +0.3% |
| 1Y | +26.2% | +63.9% | -37.7% | +14.0% |
| 3Y | -26.0% | -7.1% | -18.9% | -27.4% |
| 5Y | -34.3% | +102.3% | -136.6% | -45.0% |
| All | +36.4% | +4.5% | +31.8% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling