-34.6%
UPS vs HAL
+101.7%
-136.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -2.3% | +15.9% | -18.2% | -5.2% |
| 3M | -5.2% | -8.7% | +3.5% | -3.8% |
| 6M | +1.4% | +9.0% | -7.6% | -1.3% |
| YTD | +6.1% | +32.0% | -25.9% | -1.0% |
| 1Y | +27.0% | +72.5% | -45.5% | +11.4% |
| 3Y | -25.9% | -4.5% | -21.4% | -28.8% |
| 5Y | -34.6% | +109.7% | -144.3% | -47.2% |
| All | -34.6% | +101.7% | -136.2% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling