+36.4%
UPS vs HIG
+313.7%
-277.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -1.5% | -0.5% | -1.6% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | -6.2% | +6.7% | -12.9% | -8.0% |
| 6M | +2.8% | +2.0% | +0.8% | +1.9% |
| YTD | +5.9% | +0.3% | +5.6% | +5.5% |
| 1Y | +26.2% | +4.2% | +22.1% | +24.3% |
| 3Y | -26.0% | +102.2% | -128.2% | -39.5% |
| 5Y | -34.3% | +118.5% | -152.8% | -47.5% |
| All | +36.4% | +313.7% | -277.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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