-33.4%
UPS vs HWM
+746.3%
-779.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.5% |
| 30D | -3.5% | -11.0% | +7.5% | -1.1% |
| 3M | -5.7% | +4.0% | -9.8% | -6.9% |
| 6M | -4.4% | -0.2% | -4.1% | -5.0% |
| YTD | +8.0% | +26.7% | -18.6% | +1.4% |
| 1Y | +29.0% | +44.7% | -15.7% | +17.1% |
| 3Y | -27.7% | +426.1% | -453.8% | -57.6% |
| All | -33.4% | +746.3% | -779.7% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling