+139.3%
HOOD vs UPST
-81.9%
+221.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +2.5% |
| 7D | -0.6% | +4.4% | -5.0% | -2.0% |
| 30D | -23.6% | -7.7% | -15.9% | -21.6% |
| 3M | -10.7% | -28.4% | +17.7% | -0.6% |
| 6M | +8.2% | -23.2% | +31.3% | +17.6% |
| YTD | -26.3% | -49.1% | +22.8% | -9.5% |
| 1Y | -36.1% | -42.4% | +6.3% | -24.3% |
| 3Y | +950.7% | +5.4% | +945.3% | +813.5% |
| 5Y | +127.0% | -92.9% | +219.9% | +168.5% |
| All | +139.3% | -81.9% | +221.2% | +218.6% |
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