+72.1%
HBAN vs UPST
-3.5%
+75.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | -1.9% | -12.0% | +10.1% | -0.8% |
| 30D | -5.9% | -16.0% | +10.2% | -4.5% |
| 3M | +0.2% | -17.2% | +17.4% | +1.7% |
| 6M | +6.6% | -10.9% | +17.5% | +7.0% |
| YTD | -1.7% | -42.6% | +40.9% | +2.1% |
| 1Y | -1.7% | -59.8% | +58.1% | +4.7% |
| 3Y | +74.9% | -17.9% | +92.8% | +67.6% |
| 5Y | +36.0% | -90.7% | +126.7% | +31.1% |
| All | +72.1% | -3.5% | +75.5% | +55.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling