+130.3%
HST vs UPST
-21.5%
+151.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.8% | +12.1% | +5.9% |
| 7D | +0.6% | -4.5% | +5.1% | +0.9% |
| 30D | +14.5% | -15.3% | +29.8% | +15.9% |
| 3M | +15.4% | -32.4% | +47.8% | +18.9% |
| 6M | +22.0% | -29.5% | +51.5% | +24.8% |
| YTD | +54.9% | -53.3% | +108.2% | +62.9% |
| 1Y | +54.0% | -47.4% | +101.3% | +60.0% |
| 3Y | +90.4% | -2.2% | +92.6% | +79.0% |
| 5Y | +84.2% | -92.0% | +176.3% | +76.8% |
| All | +130.3% | -21.5% | +151.8% | +129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling