-4.5%
UPS vs HST
+87.2%
-91.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +3.8% | +3.6% | +0.2% | +2.1% |
| 30D | +17.4% | +11.2% | +6.1% | +11.6% |
| 3M | +8.2% | +13.1% | -4.9% | +1.9% |
| 6M | +17.9% | +23.9% | -6.0% | +5.8% |
| YTD | +18.7% | +52.3% | -33.6% | -3.7% |
| 1Y | +24.8% | +56.7% | -31.9% | -0.1% |
| 3Y | -4.5% | +87.5% | -92.1% | -33.8% |
| All | -4.5% | +87.2% | -91.7% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling