-34.7%
UPS vs HCA
+71.9%
-106.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -2.0% | +5.4% | -7.4% | -2.9% |
| 30D | -2.0% | +3.0% | -4.9% | -2.5% |
| 3M | -6.2% | +13.0% | -19.3% | -8.7% |
| 6M | +2.8% | -20.3% | +23.0% | +7.1% |
| YTD | +5.9% | -8.2% | +14.1% | +7.0% |
| 1Y | +26.2% | +6.7% | +19.5% | +23.5% |
| 3Y | -26.0% | +60.4% | -86.4% | -35.8% |
| All | -34.7% | +71.9% | -106.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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