+56.9%
UPS vs HLT
+643.8%
-586.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -3.7% | -1.5% | -2.2% | -3.2% |
| 30D | -3.7% | -1.2% | -2.5% | -3.4% |
| 3M | -6.6% | -10.3% | +3.8% | -3.3% |
| 6M | +2.6% | +1.3% | +1.3% | +1.9% |
| YTD | +4.8% | +7.0% | -2.2% | +2.2% |
| 1Y | +25.3% | +11.9% | +13.4% | +20.2% |
| 3Y | -26.9% | +100.7% | -127.5% | -42.4% |
| 5Y | -33.5% | +147.5% | -181.0% | -51.6% |
| 10Y | +36.1% | +586.5% | -550.4% | -28.9% |
| All | +56.9% | +643.8% | -586.9% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling