-34.6%
UPS vs HDB
-37.8%
+3.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | -2.3% | -4.9% | +2.6% | -1.2% |
| 3M | -5.2% | -2.3% | -2.9% | -4.9% |
| 6M | +1.4% | -23.7% | +25.1% | +7.6% |
| YTD | +6.1% | -38.5% | +44.6% | +18.5% |
| 1Y | +27.0% | -36.5% | +63.5% | +40.4% |
| 3Y | -25.9% | -28.5% | +2.5% | -21.8% |
| 5Y | -34.6% | -37.4% | +2.8% | -32.6% |
| All | -34.6% | -37.8% | +3.2% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling