-34.5%
UPS vs USHY
+20.9%
-55.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.6% |
| 7D | -3.4% | -0.7% | -2.7% | -2.2% |
| 30D | -2.7% | -0.5% | -2.2% | -1.9% |
| 3M | -1.6% | +0.5% | -2.2% | -2.4% |
| 6M | +2.3% | +1.5% | +0.8% | +0.2% |
| YTD | +5.6% | +1.7% | +3.8% | +3.0% |
| 1Y | +27.1% | +3.5% | +23.5% | +20.6% |
| 3Y | -26.3% | +27.2% | -53.5% | -47.6% |
| 5Y | -34.5% | +21.0% | -55.5% | -47.1% |
| All | -34.5% | +20.9% | -55.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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