+30.6%
UPS vs HBM
+47.3%
-16.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +4.3% |
| 7D | +8.2% | -5.8% | +14.1% | +9.0% |
| 30D | +22.7% | -18.5% | +41.2% | +25.7% |
| 3M | +6.4% | -10.3% | +16.7% | +7.1% |
| 6M | +22.6% | +2.1% | +20.5% | +19.7% |
| YTD | +20.7% | +12.0% | +8.7% | +16.2% |
| 1Y | +30.6% | +49.8% | -19.1% | +21.9% |
| All | +30.6% | +47.3% | -16.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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