+58.1%
DHI vs UPST
-92.5%
+150.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.5% |
| 7D | -4.1% | -10.6% | +6.5% | -2.9% |
| 30D | +9.3% | -14.0% | +23.3% | +11.0% |
| 3M | -2.6% | -36.8% | +34.3% | +2.3% |
| 6M | +4.1% | -27.5% | +31.6% | +7.3% |
| YTD | +2.3% | -55.3% | +57.6% | +9.9% |
| 1Y | +2.7% | -47.5% | +50.3% | +8.3% |
| 3Y | +23.2% | -10.4% | +33.6% | +11.3% |
| All | +58.1% | -92.5% | +150.6% | +52.1% |
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