+56.7%
HST vs UPST
-49.8%
+106.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +3.6% | -10.6% | +14.2% | +4.7% |
| 30D | +11.2% | -14.0% | +25.2% | +12.8% |
| 3M | +13.1% | -36.8% | +49.9% | +18.0% |
| 6M | +23.9% | -27.5% | +51.4% | +26.6% |
| YTD | +52.3% | -55.3% | +107.6% | +61.1% |
| 1Y | +56.7% | -47.5% | +104.2% | +60.2% |
| All | +56.7% | -49.8% | +106.5% | +60.2% |
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 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