+36.1%
UPS vs HDB
+32.4%
+3.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -3.7% | -4.9% | +1.2% | -2.5% |
| 30D | -3.7% | -5.8% | +2.1% | -2.4% |
| 3M | -6.6% | -5.2% | -1.4% | -5.6% |
| 6M | +2.6% | -25.7% | +28.3% | +9.6% |
| YTD | +4.8% | -39.6% | +44.4% | +17.5% |
| 1Y | +25.3% | -36.9% | +62.2% | +38.8% |
| 3Y | -26.9% | -29.7% | +2.9% | -22.3% |
| 5Y | -33.5% | -37.8% | +4.3% | -28.3% |
| 10Y | +36.1% | +33.7% | +2.4% | +23.6% |
| All | +36.1% | +32.4% | +3.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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