+163.1%
HCA vs UPST
+7.9%
+155.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -3.1% | -3.5% | +0.5% | -3.0% |
| 30D | -1.1% | -7.1% | +6.0% | -0.9% |
| 3M | +12.2% | -13.1% | +25.2% | +12.6% |
| 6M | -25.3% | -1.1% | -24.3% | -25.6% |
| YTD | -12.9% | -35.9% | +22.9% | -12.1% |
| 1Y | -0.9% | -57.4% | +56.5% | +1.4% |
| 3Y | +47.6% | -14.9% | +62.5% | +40.8% |
| 5Y | +67.0% | -88.7% | +155.6% | +57.8% |
| All | +163.1% | +7.9% | +155.2% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling