-33.5%
UPS vs HBM
+392.2%
-425.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.2% |
| 7D | -3.7% | +5.5% | -9.2% | -4.5% |
| 30D | -3.7% | +3.3% | -7.0% | -4.4% |
| 3M | -6.6% | +12.7% | -19.2% | -8.8% |
| 6M | +2.6% | +28.2% | -25.6% | -2.7% |
| YTD | +4.8% | +45.3% | -40.5% | -3.1% |
| 1Y | +25.3% | +121.7% | -96.4% | +8.0% |
| 3Y | -26.9% | +523.5% | -550.4% | -48.3% |
| 5Y | -33.5% | +393.9% | -427.4% | -52.3% |
| All | -33.5% | +392.2% | -425.7% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling