+101.3%
BHP vs UPST
-26.3%
+127.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.0% | -1.6% |
| 7D | +2.5% | -13.5% | +16.0% | +3.2% |
| 30D | -5.2% | -19.6% | +14.4% | -4.3% |
| 3M | -8.7% | -34.2% | +25.5% | -7.0% |
| 6M | -6.9% | -31.2% | +24.4% | -5.4% |
| YTD | +39.0% | -56.2% | +95.2% | +43.4% |
| 1Y | +48.9% | -51.7% | +100.6% | +52.9% |
| 3Y | +55.4% | -8.2% | +63.6% | +51.0% |
| 5Y | +119.2% | -92.8% | +212.0% | +114.5% |
| All | +101.3% | -26.3% | +127.7% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling