+27.1%
UPS vs HDB
-37.9%
+65.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.0% |
| 7D | -3.4% | -6.2% | +2.8% | -2.1% |
| 30D | -2.7% | -6.2% | +3.5% | -1.5% |
| 3M | -1.6% | -5.9% | +4.2% | -0.4% |
| 6M | +2.3% | -25.9% | +28.3% | +7.0% |
| YTD | +5.6% | -40.2% | +45.8% | +11.0% |
| 1Y | +27.1% | -38.0% | +65.0% | +33.9% |
| All | +27.1% | -37.9% | +65.0% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling