-23.4%
HDB vs UPST
-92.2%
+68.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -0.8% |
| 7D | +4.1% | -13.5% | +17.6% | +4.8% |
| 30D | +13.0% | -19.6% | +32.6% | +14.1% |
| 3M | +11.3% | -34.2% | +45.4% | +13.4% |
| 6M | +6.9% | -31.2% | +38.2% | +8.6% |
| YTD | -29.6% | -56.2% | +26.6% | -27.3% |
| 1Y | -29.5% | -51.7% | +22.1% | -27.6% |
| 3Y | -8.1% | -8.2% | +0.1% | -12.2% |
| 5Y | -23.4% | -92.8% | +69.3% | -25.5% |
| All | -23.4% | -92.2% | +68.8% | -25.5% |
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