-18.9%
HUT vs UPST
-92.2%
+73.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.4% | +4.2% |
| 7D | +34.9% | -13.5% | +48.4% | +42.2% |
| 30D | -25.9% | -19.6% | -6.2% | -20.3% |
| 3M | -31.7% | -34.2% | +2.5% | -21.4% |
| 6M | -42.2% | -31.2% | -11.0% | -35.2% |
| YTD | +34.9% | -56.2% | +91.1% | +78.1% |
| 1Y | +48.5% | -51.7% | +100.2% | +90.3% |
| 3Y | +471.2% | -8.2% | +479.4% | +366.4% |
| 5Y | -18.9% | -92.8% | +73.9% | +12.6% |
| All | -18.9% | -92.2% | +73.3% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling