+94.1%
HST vs UPST
+7.9%
+86.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -1.0% | -3.5% | +2.5% | -0.7% |
| 30D | -12.3% | -7.1% | -5.1% | -11.8% |
| 3M | -6.4% | -13.1% | +6.7% | -5.5% |
| 6M | +15.0% | -1.1% | +16.1% | +14.2% |
| YTD | +30.5% | -35.9% | +66.4% | +33.9% |
| 1Y | +35.7% | -57.4% | +93.1% | +43.3% |
| 3Y | +68.4% | -14.9% | +83.2% | +59.0% |
| 5Y | +73.1% | -88.7% | +161.8% | +61.9% |
| All | +94.1% | +7.9% | +86.3% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling