+467.2%
HUT vs UPST
-4.9%
+472.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.2% | -7.9% |
| 7D | +9.3% | -10.6% | +20.0% | +13.6% |
| 30D | -23.1% | -14.0% | -9.1% | -19.8% |
| 3M | -30.6% | -36.8% | +6.2% | -19.0% |
| 6M | -46.9% | -27.5% | -19.3% | -41.7% |
| YTD | +25.3% | -55.3% | +80.6% | +62.3% |
| 1Y | +59.8% | -47.5% | +107.4% | +96.9% |
| 3Y | +467.2% | -10.4% | +477.6% | +407.6% |
| All | +467.2% | -4.9% | +472.1% | +407.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling