+13.2%
HON vs UPST
+7.9%
+5.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | -3.6% | -3.5% | -0.1% | -3.4% |
| 30D | -15.3% | -7.1% | -8.1% | -15.0% |
| 3M | -7.9% | -13.1% | +5.2% | -7.4% |
| 6M | -18.1% | -1.1% | -17.0% | -18.3% |
| YTD | +3.8% | -35.9% | +39.7% | +5.4% |
| 1Y | +0.5% | -57.4% | +57.9% | +3.6% |
| 3Y | +19.8% | -14.9% | +34.6% | +15.8% |
| 5Y | +2.9% | -88.7% | +91.6% | -0.7% |
| All | +13.2% | +7.9% | +5.3% | +7.2% |
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 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