+36.4%
UPS vs HLT
+590.2%
-553.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | -2.0% | -5.0% | +3.1% | -0.3% |
| 3M | -6.2% | -10.4% | +4.2% | -2.9% |
| 6M | +2.8% | +3.2% | -0.5% | +1.5% |
| YTD | +5.9% | +6.7% | -0.8% | +3.3% |
| 1Y | +26.2% | +10.3% | +16.0% | +21.5% |
| 3Y | -26.0% | +99.3% | -125.3% | -42.0% |
| 5Y | -34.3% | +143.7% | -178.0% | -52.4% |
| All | +36.4% | +590.2% | -553.8% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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