+53.3%
UPS vs HWM
+1,230.5%
-1,177.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +1.5% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | +17.3% | -3.9% | +21.3% | +17.8% |
| 3M | +7.9% | -23.2% | +31.1% | +12.9% |
| 6M | +13.7% | -20.0% | +33.7% | +17.8% |
| YTD | +17.2% | +5.7% | +11.5% | +14.5% |
| 1Y | +23.2% | +4.9% | +18.4% | +20.4% |
| 3Y | -5.9% | +347.0% | -352.9% | -33.8% |
| 5Y | -33.1% | +563.0% | -596.1% | -56.9% |
| 10Y | +44.3% | +1,579.2% | -1,534.8% | -21.1% |
| All | +53.3% | +1,230.5% | -1,177.1% | -16.0% |
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 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