-33.5%
UPS vs HIG
+117.6%
-151.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.5% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -3.7% | -2.8% | -0.9% | -2.8% |
| 3M | -6.6% | +6.3% | -12.9% | -9.0% |
| 6M | +2.6% | -0.1% | +2.7% | +2.1% |
| YTD | +4.8% | +0.4% | +4.3% | +4.1% |
| 1Y | +25.3% | +6.2% | +19.0% | +21.4% |
| 3Y | -26.9% | +101.6% | -128.5% | -48.3% |
| 5Y | -33.5% | +119.8% | -153.3% | -56.2% |
| All | -33.5% | +117.6% | -151.1% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling