+1,062.0%
HUT vs UPST
+7.9%
+1,054.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.7% |
| 7D | +17.8% | -3.5% | +21.3% | +19.1% |
| 30D | +0.8% | -7.1% | +8.0% | +2.5% |
| 3M | -26.8% | -13.1% | -13.7% | -24.0% |
| 6M | +72.6% | -1.1% | +73.7% | +69.8% |
| YTD | +103.6% | -35.9% | +139.5% | +129.5% |
| 1Y | +265.3% | -57.4% | +322.7% | +368.4% |
| 3Y | +689.4% | -14.9% | +704.3% | +611.2% |
| 5Y | +75.3% | -88.7% | +164.0% | +87.7% |
| All | +1,062.0% | +7.9% | +1,054.2% | +963.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling