+43.7%
UPS vs HST
+143.2%
-99.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +17.4% | +14.5% | +2.9% | +12.7% |
| 3M | +7.7% | +15.4% | -7.7% | +3.0% |
| 6M | +13.8% | +22.0% | -8.2% | +6.9% |
| YTD | +17.3% | +54.9% | -37.6% | +2.5% |
| 1Y | +27.2% | +54.0% | -26.8% | +11.3% |
| 3Y | -5.6% | +90.4% | -96.1% | -23.0% |
| 5Y | -33.5% | +84.2% | -117.8% | -46.2% |
| 10Y | +43.7% | +144.6% | -100.9% | +11.4% |
| All | +43.7% | +143.2% | -99.6% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling