+227.0%
UPS vs HAL
+185.1%
+41.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -2.9% | +2.9% | -5.8% | -3.4% |
| 30D | -3.5% | +17.0% | -20.5% | -6.1% |
| 3M | -5.7% | -9.7% | +3.9% | -4.4% |
| 6M | -4.4% | +8.6% | -13.0% | -6.3% |
| YTD | +8.0% | +33.0% | -25.0% | +2.3% |
| 1Y | +29.0% | +68.3% | -39.3% | +17.1% |
| 3Y | -27.7% | +0.1% | -27.8% | -29.6% |
| 5Y | -34.3% | +102.6% | -137.0% | -44.3% |
| 10Y | +37.8% | +3.8% | +34.0% | +18.6% |
| All | +227.0% | +185.1% | +41.9% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling