+554.0%
HUT vs UPST
-15.8%
+569.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.1% | +15.7% | +14.9% |
| 7D | -11.4% | -4.9% | -6.5% | -10.8% |
| 30D | -41.0% | -8.9% | -32.2% | -39.8% |
| 3M | -41.9% | -26.3% | -15.6% | -37.0% |
| 6M | -51.7% | -23.7% | -27.9% | -48.4% |
| YTD | +14.6% | -49.9% | +64.5% | +38.5% |
| 1Y | +21.4% | -42.0% | +63.4% | +41.1% |
| 3Y | +359.8% | -25.3% | +385.1% | +330.6% |
| 5Y | -27.5% | -93.4% | +65.9% | -13.9% |
| All | +554.0% | -15.8% | +569.8% | +541.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling