+38.8%
UPS vs HWM
+1,323.5%
-1,284.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.7% | +8.9% | +0.4% |
| 7D | -2.1% | -9.2% | +7.0% | -0.4% |
| 30D | -2.3% | -17.9% | +15.5% | +1.3% |
| 3M | -5.2% | -6.0% | +0.8% | -4.4% |
| 6M | +1.4% | -7.4% | +8.8% | +2.3% |
| YTD | +6.1% | +13.1% | -7.0% | +2.7% |
| 1Y | +27.0% | +29.3% | -2.3% | +19.4% |
| 3Y | -25.9% | +389.9% | -415.8% | -48.7% |
| 5Y | -34.6% | +655.5% | -690.1% | -58.9% |
| All | +38.8% | +1,323.5% | -1,284.7% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling