+236.0%
HIG vs UPST
+7.9%
+228.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.1% |
| 7D | +0.3% | -3.5% | +3.9% | +0.5% |
| 30D | -3.2% | -7.1% | +3.9% | -2.9% |
| 3M | +9.1% | -13.1% | +22.2% | +9.7% |
| 6M | -1.8% | -1.1% | -0.7% | -2.3% |
| YTD | +1.8% | -35.9% | +37.6% | +3.4% |
| 1Y | +4.6% | -57.4% | +62.0% | +8.3% |
| 3Y | +101.6% | -14.9% | +116.5% | +90.4% |
| 5Y | +124.5% | -88.7% | +213.1% | +122.7% |
| All | +236.0% | +7.9% | +228.1% | +144.7% |
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