+70.3%
HCA vs UPST
-90.4%
+160.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +9.0% | +5.1% |
| 7D | +4.9% | -8.1% | +13.0% | +5.3% |
| 30D | +1.9% | -14.3% | +16.2% | +2.5% |
| 3M | +12.7% | -16.6% | +29.4% | +13.4% |
| 6M | -22.3% | -7.3% | -15.1% | -22.5% |
| YTD | -9.3% | -40.8% | +31.5% | -7.9% |
| 1Y | +2.7% | -62.4% | +65.2% | +6.3% |
| 3Y | +57.8% | -15.3% | +73.1% | +47.8% |
| 5Y | +70.3% | -91.1% | +161.4% | +58.3% |
| All | +70.3% | -90.4% | +160.8% | +58.3% |
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 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