+67.5%
HST vs UPST
-13.8%
+81.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -1.0% | -3.5% | +2.5% | -0.6% |
| 30D | -12.3% | -7.1% | -5.1% | -11.6% |
| 3M | -6.4% | -13.1% | +6.7% | -5.3% |
| 6M | +15.0% | -1.1% | +16.1% | +13.9% |
| YTD | +30.5% | -35.9% | +66.4% | +35.0% |
| 1Y | +35.7% | -57.4% | +93.1% | +46.0% |
| All | +67.5% | -13.8% | +81.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling