+6.2%
HIG vs UPST
-62.0%
+68.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +0.6% |
| 7D | -0.5% | -8.1% | +7.6% | -0.5% |
| 30D | -2.8% | -14.3% | +11.5% | -2.9% |
| 3M | +6.3% | -16.6% | +23.0% | +6.2% |
| 6M | -0.1% | -7.3% | +7.2% | -0.7% |
| YTD | +0.4% | -40.8% | +41.2% | -0.1% |
| 1Y | +6.2% | -62.4% | +68.7% | +4.8% |
| All | +6.2% | -62.0% | +68.3% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling