+308.7%
UPS vs HDB
+4,239.1%
-3,930.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -0.6% | +4.1% | -4.7% | -1.5% |
| 30D | +16.4% | +13.0% | +3.5% | +13.3% |
| 3M | +7.9% | +11.3% | -3.3% | +5.1% |
| 6M | +15.8% | +6.9% | +8.9% | +13.5% |
| YTD | +16.6% | -29.6% | +46.2% | +25.0% |
| 1Y | +22.3% | -29.5% | +51.8% | +31.0% |
| 3Y | -6.2% | -8.1% | +1.9% | -6.6% |
| 5Y | -34.4% | -23.4% | -11.0% | -32.7% |
| 10Y | +41.7% | +62.9% | -21.3% | +18.2% |
| All | +308.7% | +4,239.1% | -3,930.4% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling