+51.3%
HD vs UPST
-14.4%
+65.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.8% |
| 7D | +3.6% | +4.4% | -0.8% | +3.3% |
| 30D | +21.6% | -7.7% | +29.2% | +22.1% |
| 3M | +0.1% | -28.4% | +28.5% | +2.1% |
| 6M | +13.0% | -23.2% | +36.2% | +14.5% |
| YTD | +4.9% | -49.1% | +54.1% | +8.4% |
| 1Y | -2.1% | -42.4% | +40.3% | +0.3% |
| 3Y | +32.6% | +5.4% | +27.2% | +25.6% |
| 5Y | +8.2% | -92.9% | +101.1% | +3.5% |
| All | +51.3% | -14.4% | +65.7% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling