+47.0%
HD vs UPST
-15.8%
+62.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | +4.3% | -4.9% | +9.2% | +4.6% |
| 30D | +20.2% | -8.9% | +29.1% | +20.8% |
| 3M | -1.0% | -26.3% | +25.3% | +0.7% |
| 6M | +7.9% | -23.7% | +31.6% | +9.4% |
| YTD | +2.0% | -49.9% | +51.9% | +5.4% |
| 1Y | -4.3% | -42.0% | +37.7% | -2.1% |
| 3Y | +25.9% | -25.3% | +51.2% | +21.3% |
| 5Y | +5.8% | -93.4% | +99.2% | +1.3% |
| All | +47.0% | -15.8% | +62.8% | +36.0% |
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 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