+75.6%
HST vs UPST
-48.7%
+124.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.1% | +0.5% |
| 7D | +3.3% | -3.1% | +6.5% | +3.5% |
| 30D | +16.4% | -4.0% | +20.3% | +16.6% |
| 3M | +5.5% | -22.9% | +28.4% | +7.4% |
| 6M | +31.1% | -27.1% | +58.3% | +33.6% |
| YTD | +55.9% | -46.5% | +102.5% | +59.5% |
| 1Y | +75.6% | -49.4% | +125.0% | +79.5% |
| All | +75.6% | -48.7% | +124.3% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling