-4.5%
UPS vs HIG
+96.1%
-100.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +3.8% | +2.6% | +1.2% | +3.2% |
| 30D | +17.4% | +4.2% | +13.2% | +16.3% |
| 3M | +8.2% | +0.2% | +8.0% | +8.1% |
| 6M | +17.9% | +4.6% | +13.3% | +16.3% |
| YTD | +18.7% | +1.1% | +17.6% | +18.0% |
| 1Y | +24.8% | +4.7% | +20.1% | +23.0% |
| 3Y | -4.5% | +95.5% | -100.0% | -11.1% |
| All | -4.5% | +96.1% | -100.6% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling