+365.9%
UPS vs HBM
+456.2%
-90.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +3.8% | +2.2% | +1.5% | +3.5% |
| 30D | +17.4% | -11.8% | +29.2% | +19.0% |
| 3M | +8.2% | -19.2% | +27.4% | +10.6% |
| 6M | +17.9% | -22.9% | +40.8% | +20.3% |
| YTD | +18.7% | +7.8% | +10.9% | +15.3% |
| 1Y | +24.8% | +34.9% | -10.1% | +17.9% |
| 3Y | -4.5% | +422.2% | -426.7% | -25.5% |
| 5Y | -33.2% | +192.8% | -226.0% | -45.9% |
| 10Y | +44.2% | +281.1% | -236.9% | +1.8% |
| All | +365.9% | +456.2% | -90.3% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling