+7.0%
DHR vs UPST
-0.4%
+7.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +0.1% |
| 7D | -2.4% | -8.1% | +5.7% | -1.9% |
| 30D | -2.2% | -14.3% | +12.1% | -1.3% |
| 3M | +9.0% | -16.6% | +25.6% | +10.0% |
| 6M | +3.5% | -7.3% | +10.7% | +3.5% |
| YTD | -10.1% | -40.8% | +30.7% | -8.0% |
| 1Y | +6.2% | -62.4% | +68.6% | +11.3% |
| 3Y | -5.4% | -15.3% | +9.9% | -9.1% |
| 5Y | -27.9% | -91.1% | +63.2% | -30.5% |
| All | +7.0% | -0.4% | +7.4% | -3.2% |
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 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