+259.3%
UPS vs HRB
+1,085.3%
-826.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +3.8% | -5.1% | +8.9% | +4.9% |
| 30D | +17.4% | +8.7% | +8.7% | +15.1% |
| 3M | +8.2% | -5.4% | +13.6% | +9.1% |
| 6M | +17.9% | +41.6% | -23.6% | +8.1% |
| YTD | +18.7% | +18.7% | 0.0% | +11.5% |
| 1Y | +24.8% | +16.4% | +8.4% | +17.7% |
| 3Y | -4.5% | +22.0% | -26.5% | -12.4% |
| 5Y | -33.2% | +141.2% | -174.4% | -48.6% |
| 10Y | +44.2% | +223.1% | -178.9% | -3.2% |
| All | +259.3% | +1,085.3% | -826.0% | +66.3% |
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