+233.8%
HIG vs UPST
-24.8%
+258.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | +2.6% | -10.6% | +13.2% | +3.2% |
| 30D | +4.2% | -14.0% | +18.2% | +4.9% |
| 3M | +0.2% | -36.8% | +37.0% | +2.5% |
| 6M | +4.6% | -27.5% | +32.1% | +5.8% |
| YTD | +1.1% | -55.3% | +56.4% | +4.5% |
| 1Y | +4.7% | -47.5% | +52.2% | +7.0% |
| 3Y | +95.5% | -10.4% | +105.9% | +83.8% |
| 5Y | +111.7% | -92.6% | +204.3% | +117.0% |
| All | +233.8% | -24.8% | +258.6% | +147.4% |
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 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