+278.7%
UPS vs HDB
+3,812.1%
-3,533.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -3.5% | -2.8% | -0.7% | -2.9% |
| 3M | -5.7% | -3.5% | -2.2% | -5.2% |
| 6M | -4.4% | -24.7% | +20.3% | +1.4% |
| YTD | +8.0% | -36.6% | +44.6% | +18.8% |
| 1Y | +29.0% | -34.4% | +63.4% | +40.7% |
| 3Y | -27.7% | -24.4% | -3.3% | -24.7% |
| 5Y | -34.3% | -35.4% | +1.0% | -29.9% |
| 10Y | +37.8% | +39.5% | -1.8% | +19.2% |
| All | +278.7% | +3,812.1% | -3,533.4% | +89.0% |
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