+29.0%
UPS vs HRB
+1.1%
+28.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.3% |
| 7D | -2.9% | -5.7% | +2.8% | -3.0% |
| 30D | -3.5% | +7.9% | -11.4% | -3.2% |
| 3M | -5.7% | +32.1% | -37.8% | -5.0% |
| 6M | -4.4% | +62.2% | -66.6% | -3.4% |
| YTD | +8.0% | +16.4% | -8.4% | +9.8% |
| 1Y | +29.0% | -0.3% | +29.3% | +28.6% |
| All | +29.0% | +1.1% | +28.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling