+118.5%
HIG vs UPST
-90.2%
+208.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | -1.8% |
| 7D | -1.1% | -1.5% | +0.4% | -1.0% |
| 30D | -4.9% | -13.2% | +8.3% | -4.5% |
| 3M | +6.8% | -13.0% | +19.8% | +7.2% |
| 6M | -1.7% | -2.9% | +1.2% | -2.0% |
| YTD | -0.2% | -38.3% | +38.1% | +1.0% |
| 1Y | +5.7% | -60.5% | +66.2% | +8.5% |
| 3Y | +100.3% | -11.7% | +112.0% | +93.0% |
| 5Y | +118.5% | -90.2% | +208.7% | +109.2% |
| All | +118.5% | -90.2% | +208.7% | +109.2% |
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