+224.8%
HCA vs UPST
-24.8%
+249.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.4% |
| 7D | +0.8% | -10.6% | +11.5% | +1.2% |
| 30D | +6.1% | -14.0% | +20.1% | +6.6% |
| 3M | +21.4% | -36.8% | +58.3% | +23.3% |
| 6M | +17.2% | -27.5% | +44.7% | +18.2% |
| YTD | +7.5% | -55.3% | +62.7% | +9.9% |
| 1Y | +6.2% | -47.5% | +53.7% | +7.8% |
| 3Y | +122.0% | -10.4% | +132.4% | +111.1% |
| 5Y | +112.2% | -92.6% | +204.8% | +103.3% |
| All | +224.8% | -24.8% | +249.6% | +189.0% |
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 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