+658.5%
HUT vs UPST
-20.9%
+679.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.8% | +7.3% |
| 7D | +24.8% | -12.1% | +36.8% | +29.8% |
| 30D | -28.4% | -13.4% | -14.9% | -25.7% |
| 3M | -31.2% | -31.2% | 0.0% | -23.8% |
| 6M | -40.2% | -28.3% | -11.9% | -35.0% |
| YTD | +32.9% | -53.0% | +85.9% | +63.7% |
| 1Y | +39.1% | -47.2% | +86.2% | +66.3% |
| 3Y | +462.8% | -1.5% | +464.3% | +392.6% |
| 5Y | -13.9% | -91.6% | +77.8% | +0.6% |
| All | +658.5% | -20.9% | +679.4% | +658.6% |
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