+30.6%
UPS vs HWM
+5.4%
+25.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.3% | +9.0% | +5.2% |
| 7D | +8.2% | +9.4% | -1.2% | +6.8% |
| 30D | +22.7% | -7.0% | +29.7% | +23.9% |
| 3M | +6.4% | -25.9% | +32.3% | +11.6% |
| 6M | +22.6% | -10.8% | +33.4% | +23.3% |
| YTD | +20.7% | +4.3% | +16.4% | +21.7% |
| 1Y | +30.6% | +4.4% | +26.3% | +31.2% |
| All | +30.6% | +5.4% | +25.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling