+605.2%
HUT vs UPST
-21.5%
+626.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.8% | +2.2% |
| 7D | -10.9% | -4.5% | -6.5% | -10.7% |
| 30D | -32.6% | -15.3% | -17.3% | -29.6% |
| 3M | -33.7% | -32.4% | -1.3% | -26.2% |
| 6M | -42.3% | -29.5% | -12.8% | -37.0% |
| YTD | +23.6% | -53.3% | +76.9% | +52.5% |
| 1Y | +20.4% | -47.4% | +67.7% | +44.1% |
| 3Y | +423.2% | -2.2% | +425.4% | +359.0% |
| 5Y | -19.4% | -92.0% | +72.6% | -5.2% |
| All | +605.2% | -21.5% | +626.7% | +606.9% |
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