+232.2%
HIG vs UPST
-3.5%
+235.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.3% |
| 7D | -2.3% | -12.0% | +9.7% | -1.6% |
| 30D | -1.2% | -16.0% | +14.8% | -0.3% |
| 3M | +6.3% | -17.2% | +23.5% | +7.1% |
| 6M | +0.6% | -10.9% | +11.5% | +0.6% |
| YTD | +0.6% | -42.6% | +43.2% | +2.8% |
| 1Y | +6.1% | -59.8% | +65.9% | +10.2% |
| 3Y | +102.0% | -17.9% | +119.9% | +91.0% |
| 5Y | +119.2% | -90.7% | +209.9% | +121.0% |
| All | +232.2% | -3.5% | +235.6% | +143.4% |
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 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