-9.6%
UPS vs HWM
+330.9%
-340.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.7% |
| 7D | 0.0% | +3.4% | -3.3% | -0.4% |
| 30D | +17.3% | -7.5% | +24.9% | +18.2% |
| 3M | +6.6% | -28.9% | +35.5% | +10.7% |
| 6M | +12.0% | -19.6% | +31.6% | +14.3% |
| YTD | +14.4% | +0.6% | +13.8% | +13.9% |
| 1Y | +23.3% | +0.3% | +23.0% | +22.8% |
| 3Y | -9.6% | +326.1% | -335.8% | -23.6% |
| All | -9.6% | +330.9% | -340.5% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling