+44.3%
UPS vs HDB
+64.3%
-20.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.6% | +6.9% | -8.6% | -3.2% |
| 30D | +17.9% | +15.2% | +2.7% | +13.9% |
| 3M | +9.4% | +11.7% | -2.3% | +6.2% |
| 6M | +16.2% | +7.5% | +8.6% | +13.5% |
| YTD | +18.8% | -28.8% | +47.5% | +27.7% |
| 1Y | +26.1% | -29.1% | +55.2% | +35.7% |
| 3Y | -4.5% | -7.0% | +2.6% | -5.6% |
| 5Y | -33.2% | -22.1% | -11.2% | -31.9% |
| 10Y | +44.3% | +64.9% | -20.6% | +23.8% |
| All | +44.3% | +64.3% | -20.0% | +23.8% |
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