-27.8%
HDB vs UPST
+7.9%
-35.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +0.4% | -3.5% | +4.0% | +0.6% |
| 30D | -2.8% | -7.1% | +4.3% | -2.6% |
| 3M | -3.5% | -13.1% | +9.5% | -3.1% |
| 6M | -24.7% | -1.1% | -23.6% | -24.9% |
| YTD | -36.6% | -35.9% | -0.7% | -35.8% |
| 1Y | -34.4% | -57.4% | +23.0% | -32.6% |
| 3Y | -24.4% | -14.9% | -9.5% | -27.1% |
| 5Y | -35.4% | -88.7% | +53.3% | -37.3% |
| All | -27.8% | +7.9% | -35.7% | -32.5% |
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 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