+82.3%
HST vs UPST
-92.5%
+174.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +3.6% | -10.6% | +14.2% | +4.8% |
| 30D | +11.2% | -14.0% | +25.2% | +12.9% |
| 3M | +13.1% | -36.8% | +49.9% | +18.6% |
| 6M | +23.9% | -27.5% | +51.4% | +27.2% |
| YTD | +52.3% | -55.3% | +107.6% | +63.5% |
| 1Y | +56.7% | -47.5% | +104.2% | +64.8% |
| 3Y | +87.5% | -10.4% | +98.0% | +71.3% |
| All | +82.3% | -92.5% | +174.8% | +88.2% |
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 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