+36.1%
UPS vs HST
+101.1%
-65.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -3.7% | -2.8% | -1.0% | -3.0% |
| 3M | -6.6% | -6.5% | -0.1% | -4.8% |
| 6M | +2.6% | +20.7% | -18.2% | -3.3% |
| YTD | +4.8% | +30.5% | -25.7% | -3.5% |
| 1Y | +25.3% | +36.8% | -11.5% | +13.6% |
| 3Y | -26.9% | +65.9% | -92.7% | -37.7% |
| 5Y | -33.5% | +73.9% | -107.4% | -44.8% |
| 10Y | +36.1% | +107.0% | -71.0% | +7.8% |
| All | +36.1% | +101.1% | -65.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling