+43.9%
UPS vs HUT
+217.0%
-173.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +1.7% | -10.9% | +12.7% | +1.9% |
| 30D | +17.4% | -32.6% | +50.1% | +18.7% |
| 3M | +7.7% | -33.7% | +41.5% | +8.7% |
| 6M | +13.8% | -42.3% | +56.2% | +14.9% |
| YTD | +17.3% | +23.6% | -6.3% | +13.9% |
| 1Y | +27.2% | +20.4% | +6.8% | +23.1% |
| 3Y | -5.6% | +423.2% | -428.9% | -17.5% |
| 5Y | -33.5% | -19.4% | -14.1% | -40.9% |
| All | +43.9% | +217.0% | -173.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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