+10.6%
HON vs UPST
-0.4%
+11.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | -1.4% |
| 7D | -0.6% | -8.1% | +7.5% | -0.2% |
| 30D | -15.4% | -14.3% | -1.1% | -14.8% |
| 3M | -9.1% | -16.6% | +7.5% | -8.5% |
| 6M | -17.1% | -7.3% | -9.8% | -17.1% |
| YTD | +1.5% | -40.8% | +42.3% | +3.4% |
| 1Y | -1.3% | -62.4% | +61.1% | +2.4% |
| 3Y | +19.5% | -15.3% | +34.9% | +15.7% |
| 5Y | +3.1% | -91.1% | +94.1% | 0.0% |
| All | +10.6% | -0.4% | +11.1% | +5.2% |
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 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