+20.7%
HBAN vs UPST
-92.2%
+113.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +5.9% | -0.2% |
| 7D | +0.8% | -13.5% | +14.3% | +2.4% |
| 30D | +3.2% | -19.6% | +22.9% | +5.6% |
| 3M | -11.1% | -34.2% | +23.1% | -7.1% |
| 6M | +1.2% | -31.2% | +32.4% | +4.7% |
| YTD | -6.7% | -56.2% | +49.5% | +0.7% |
| 1Y | +2.4% | -51.7% | +54.1% | +9.1% |
| 3Y | +73.3% | -8.2% | +81.5% | +62.1% |
| 5Y | +20.7% | -92.8% | +113.5% | +20.6% |
| All | +20.7% | -92.2% | +113.0% | +20.6% |
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