+41.3%
UPS vs HWM
+1,494.1%
-1,452.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.6% |
| 30D | -3.5% | -11.0% | +7.5% | -1.4% |
| 3M | -5.7% | +4.0% | -9.8% | -6.7% |
| 6M | -4.4% | -0.2% | -4.1% | -4.8% |
| YTD | +8.0% | +26.7% | -18.6% | +2.4% |
| 1Y | +29.0% | +44.7% | -15.7% | +18.8% |
| 3Y | -27.7% | +426.1% | -453.8% | -50.5% |
| 5Y | -34.3% | +738.5% | -772.8% | -59.5% |
| All | +41.3% | +1,494.1% | -1,452.8% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling