-34.5%
UPS vs HRB
+109.9%
-144.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.8% |
| 7D | -3.4% | -12.2% | +8.8% | -1.8% |
| 30D | -2.7% | -3.0% | +0.2% | -2.6% |
| 3M | -1.6% | +21.7% | -23.4% | -4.9% |
| 6M | +2.3% | +52.3% | -50.0% | -4.9% |
| YTD | +5.6% | +6.5% | -0.9% | +4.5% |
| 1Y | +27.1% | -6.7% | +33.7% | +28.8% |
| 3Y | -26.3% | +25.1% | -51.4% | -31.3% |
| 5Y | -34.5% | +113.8% | -148.2% | -45.6% |
| All | -34.5% | +109.9% | -144.3% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling