+259.3%
UPS vs HIG
+366.3%
-107.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +3.8% | +2.6% | +1.2% | +3.4% |
| 30D | +17.4% | +4.2% | +13.2% | +16.6% |
| 3M | +8.2% | +0.2% | +8.0% | +8.1% |
| 6M | +17.9% | +4.6% | +13.3% | +17.0% |
| YTD | +18.7% | +1.1% | +17.6% | +18.3% |
| 1Y | +24.8% | +4.7% | +20.1% | +23.7% |
| 3Y | -4.5% | +95.5% | -100.0% | -14.1% |
| 5Y | -33.2% | +111.7% | -144.9% | -40.7% |
| 10Y | +44.2% | +263.4% | -219.2% | +15.5% |
| All | +259.3% | +366.3% | -107.0% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling