+36.0%
UPS vs HBM
+622.7%
-586.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.5% | +8.3% | +1.7% |
| 7D | -3.4% | -3.7% | +0.3% | -3.0% |
| 30D | -2.7% | -3.7% | +0.9% | -2.5% |
| 3M | -1.6% | +8.0% | -9.7% | -3.2% |
| 6M | +2.3% | +15.8% | -13.4% | -0.9% |
| YTD | +5.6% | +34.4% | -28.8% | -0.2% |
| 1Y | +27.1% | +98.2% | -71.1% | +13.8% |
| 3Y | -26.3% | +476.6% | -502.9% | -43.8% |
| 5Y | -34.5% | +331.1% | -365.6% | -49.9% |
| All | +36.0% | +622.7% | -586.7% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling