+36.4%
UPS vs HRB
+209.1%
-172.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.0% | -8.0% | +6.1% | -0.5% |
| 30D | -2.0% | -16.0% | +14.0% | +1.1% |
| 3M | -6.2% | +26.9% | -33.1% | -11.1% |
| 6M | +2.8% | +51.1% | -48.3% | -6.8% |
| YTD | +5.9% | +7.1% | -1.2% | +2.9% |
| 1Y | +26.2% | -9.6% | +35.9% | +27.0% |
| 3Y | -26.0% | +25.4% | -51.4% | -32.0% |
| 5Y | -34.3% | +114.9% | -149.2% | -47.5% |
| All | +36.4% | +209.1% | -172.8% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling