+259.5%
UPS vs HAL
+153.3%
+106.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +17.9% | +1.0% | +16.9% | +17.6% |
| 3M | +9.4% | -2.1% | +11.5% | +9.5% |
| 6M | +16.2% | -17.5% | +33.6% | +19.2% |
| YTD | +18.8% | +18.1% | +0.6% | +14.4% |
| 1Y | +26.1% | +19.7% | +6.4% | +21.1% |
| 3Y | -4.5% | -7.9% | +3.5% | -5.6% |
| 5Y | -33.2% | +53.1% | -86.3% | -40.7% |
| 10Y | +44.3% | -16.8% | +61.1% | +28.6% |
| All | +259.5% | +153.3% | +106.2% | +152.9% |
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