-4.5%
UPS vs HBM
+424.8%
-429.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +3.8% | +2.2% | +1.5% | +3.4% |
| 30D | +17.4% | -11.8% | +29.2% | +19.2% |
| 3M | +8.2% | -19.2% | +27.4% | +10.9% |
| 6M | +17.9% | -22.9% | +40.8% | +20.6% |
| YTD | +18.7% | +7.8% | +10.9% | +14.1% |
| 1Y | +24.8% | +34.9% | -10.1% | +15.9% |
| 3Y | -4.5% | +422.2% | -426.7% | -34.6% |
| All | -4.5% | +424.8% | -429.3% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling