+37.8%
UPS vs HST
+101.4%
-63.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.1% | +2.0% | -4.1% | -2.7% |
| 30D | -2.3% | -5.2% | +2.9% | -0.8% |
| 3M | -5.2% | -6.2% | +1.0% | -3.5% |
| 6M | +1.4% | +20.4% | -19.0% | -4.3% |
| YTD | +6.1% | +30.6% | -24.5% | -2.3% |
| 1Y | +27.0% | +37.4% | -10.4% | +15.0% |
| 3Y | -25.9% | +66.1% | -92.0% | -36.9% |
| 5Y | -34.6% | +73.7% | -108.3% | -45.7% |
| All | +37.8% | +101.4% | -63.5% | +9.2% |
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