+63.2%
DHI vs UPST
-90.5%
+153.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +1.5% |
| 7D | -3.4% | -8.8% | +5.4% | -2.4% |
| 30D | -5.4% | -12.1% | +6.6% | -4.1% |
| 3M | -10.4% | -19.5% | +9.1% | -8.4% |
| 6M | -2.8% | -6.8% | +4.1% | -2.6% |
| YTD | -3.4% | -41.5% | +38.1% | +0.9% |
| 1Y | -22.9% | -58.9% | +35.9% | -16.9% |
| 3Y | +20.7% | -15.2% | +35.8% | +9.4% |
| All | +63.2% | -90.5% | +153.8% | +55.2% |
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