+9.0%
HCA vs UPST
-48.7%
+57.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.4% | +0.9% | +10.3% |
| 7D | +10.2% | -3.1% | +13.4% | +10.0% |
| 30D | +17.4% | -4.0% | +21.4% | +17.1% |
| 3M | +27.7% | -22.9% | +50.6% | +26.6% |
| 6M | +20.0% | -27.1% | +47.1% | +18.7% |
| YTD | +10.0% | -46.5% | +56.5% | +8.5% |
| 1Y | +9.0% | -49.4% | +58.5% | +7.7% |
| All | +9.0% | -48.7% | +57.7% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling