+86.5%
HST vs UPST
-92.3%
+178.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.3% | +10.8% | +3.5% |
| 7D | +0.6% | -4.5% | +5.1% | +1.0% |
| 30D | +14.5% | -15.3% | +29.8% | +16.4% |
| 3M | +15.4% | -32.4% | +47.8% | +20.1% |
| 6M | +22.0% | -29.5% | +51.5% | +25.7% |
| YTD | +54.9% | -53.3% | +108.2% | +65.5% |
| 1Y | +54.0% | -47.4% | +101.3% | +61.9% |
| 3Y | +90.4% | -2.2% | +92.6% | +72.4% |
| All | +86.5% | -92.3% | +178.8% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling