+32.6%
UPS vs HUT
+422.3%
-389.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.4% |
| 7D | -2.9% | +17.8% | -20.7% | -3.5% |
| 30D | -3.5% | +0.8% | -4.4% | -3.7% |
| 3M | -5.7% | -26.8% | +21.1% | -5.0% |
| 6M | -4.4% | +72.6% | -76.9% | -7.4% |
| YTD | +8.0% | +103.6% | -95.6% | +3.5% |
| 1Y | +29.0% | +265.3% | -236.2% | +19.7% |
| 3Y | -27.7% | +689.4% | -717.1% | -37.5% |
| 5Y | -34.3% | +75.3% | -109.7% | -42.9% |
| All | +32.6% | +422.3% | -389.7% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling