+6.7%
HD vs UPST
-92.5%
+99.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +1.5% | -10.6% | +12.2% | +2.4% |
| 30D | +18.0% | -14.0% | +32.0% | +19.3% |
| 3M | +2.8% | -36.8% | +39.6% | +6.5% |
| 6M | +17.0% | -27.5% | +44.5% | +19.6% |
| YTD | +3.5% | -55.3% | +58.8% | +9.1% |
| 1Y | -2.6% | -47.5% | +45.0% | +1.2% |
| 3Y | +30.7% | -10.4% | +41.2% | +21.8% |
| All | +6.7% | -92.5% | +99.2% | +3.4% |
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