+221.2%
UPS vs HRB
+987.6%
-766.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.4% |
| 7D | -2.1% | -9.1% | +6.9% | -0.2% |
| 30D | -2.3% | +0.3% | -2.6% | -2.8% |
| 3M | -5.2% | +23.4% | -28.6% | -10.3% |
| 6M | +1.4% | +45.1% | -43.7% | -8.2% |
| YTD | +6.1% | +8.9% | -2.8% | +1.8% |
| 1Y | +27.0% | -7.9% | +34.9% | +26.2% |
| 3Y | -25.9% | +27.9% | -53.9% | -32.8% |
| 5Y | -34.6% | +108.3% | -142.9% | -48.0% |
| 10Y | +36.2% | +208.4% | -172.3% | -7.6% |
| All | +221.2% | +987.6% | -766.4% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling