+43.3%
UPS vs HST
+133.9%
-90.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -0.6% | +3.6% | -4.2% | -1.7% |
| 30D | +16.4% | +9.9% | +6.5% | +13.1% |
| 3M | +7.9% | +12.9% | -5.0% | +3.9% |
| 6M | +15.8% | +22.9% | -7.0% | +8.5% |
| YTD | +16.6% | +52.4% | -35.8% | +2.3% |
| 1Y | +22.3% | +52.5% | -30.2% | +7.3% |
| 3Y | -6.2% | +87.4% | -93.6% | -23.2% |
| 5Y | -34.4% | +82.9% | -117.4% | -46.8% |
| All | +43.3% | +133.9% | -90.6% | +10.0% |
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