+25.3%
UPS vs HWM
+30.4%
-5.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.3% |
| 7D | -3.7% | -8.0% | +4.4% | -2.4% |
| 30D | -3.7% | -18.0% | +14.3% | -0.5% |
| 3M | -6.6% | -9.5% | +2.9% | -5.6% |
| 6M | +2.6% | -8.4% | +10.9% | +2.6% |
| YTD | +4.8% | +13.6% | -8.9% | +3.4% |
| 1Y | +25.3% | +30.2% | -5.0% | +23.0% |
| All | +25.3% | +30.4% | -5.1% | +23.0% |
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