+7.5%
HCA vs UPST
-62.6%
+70.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | -0.2% |
| 7D | +2.9% | -12.0% | +14.9% | +2.5% |
| 30D | +2.4% | -16.0% | +18.4% | +1.9% |
| 3M | +13.0% | -17.2% | +30.2% | +12.5% |
| 6M | -21.4% | -10.9% | -10.5% | -21.6% |
| YTD | -9.5% | -42.6% | +33.1% | -10.4% |
| 1Y | +7.5% | -59.8% | +67.3% | +4.0% |
| All | +7.5% | -62.6% | +70.1% | +4.0% |
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